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, August 26th, 2025:19.53% (-0.65%)

Analysis last updated: Tuesday, August 26, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1672	5.63
$α$	0.0910	9.67
$β$	0.8798	75.72
$γ_{1}$	-0.0617	-1.47
$γ_{2}$	0.2259	3.76
$γ_{3}$	-0.3425	-8.09
$γ_{4}$	0.2970	5.31
$γ_{5}$	-0.1927	-2.89
$γ_{6}$	0.1058	1.75
$γ_{7}$	-0.0168	-0.31
$γ_{8}$	-0.0600	-1.08
$γ_{9}$	0.0732	1.88

Estimation Period:
Jan 3, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Daiwa House Industry Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH