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

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V-Lab

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

Volatility Prediction for Monday, December 1st, 2025:18.57% (-0.72%)

Analysis last updated: Sunday, November 30, 2025 at 04:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2164	5.80
$α$	0.0906	9.61
$β$	0.8795	74.90
$γ_{1}$	-0.0481	-1.17
$γ_{2}$	0.2042	3.48
$γ_{3}$	-0.3298	-8.25
$γ_{4}$	0.2933	5.64
$γ_{5}$	-0.1985	-3.16
$γ_{6}$	0.1169	2.01
$γ_{7}$	-0.0284	-0.54
$γ_{8}$	-0.0521	-0.98
$γ_{9}$	0.0709	1.85

Estimation Period:
Jan 3, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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