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

V-Lab

Daiwa House Industry Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 17th, 2025:12.11% (-0.11%)

Analysis last updated: Friday, July 18, 2025 at 02:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1983	5.72
$α$	0.0915	9.49
$β$	0.8795	74.69
$γ_{1}$	-0.0642	-1.52
$γ_{2}$	0.2369	3.93
$γ_{3}$	-0.3632	-8.44
$γ_{4}$	0.3234	5.69
$γ_{5}$	-0.2191	-3.28
$γ_{6}$	0.1278	2.12
$γ_{7}$	-0.0391	-0.68
$γ_{8}$	-0.0268	-0.42
$γ_{9}$	-0.0023	-0.03

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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