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 ·

All

graph of Daiwa House Industry Co Ltd S0GARCH
paramt-stat
ω1.12525.50
α0.09079.63
β0.880676.10
γ1-0.0723-1.70
γ20.24143.98
γ3-0.3506-8.09
γ40.30225.27
γ5-0.1957-2.89
γ60.10731.76
γ7-0.0179-0.32
γ8-0.0597-1.05
γ90.07401.88
Estimation Period:
Jan 3, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts