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 Wednesday, June 25th, 2025:14.25% (-0.34%)

Analysis last updated: Wednesday, June 25, 2025 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1747	5.66
$α$	0.0903	9.62
$β$	0.8808	76.11
$γ_{1}$	-0.0622	-1.47
$γ_{2}$	0.2285	3.77
$γ_{3}$	-0.3460	-7.96
$γ_{4}$	0.2981	5.19
$γ_{5}$	-0.1908	-2.82
$γ_{6}$	0.1029	1.69
$γ_{7}$	-0.0161	-0.29
$γ_{8}$	-0.0567	-1.00
$γ_{9}$	0.0689	1.73

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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