V-Lab: Daiwa House Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Daiwa House Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:13.02% (-0.18%)

Analysis last updated: Wednesday, July 16, 2025 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1252	5.50
$α$	0.0907	9.63
$β$	0.8806	76.10
$γ_{1}$	-0.0723	-1.70
$γ_{2}$	0.2414	3.98
$γ_{3}$	-0.3506	-8.09
$γ_{4}$	0.3022	5.27
$γ_{5}$	-0.1957	-2.89
$γ_{6}$	0.1073	1.76
$γ_{7}$	-0.0179	-0.32
$γ_{8}$	-0.0597	-1.05
$γ_{9}$	0.0740	1.88

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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