Daiwa House Industry Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.52% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1780 | 5.70 | |
| 0.0902 | 9.58 | |
| 0.8802 | 75.18 | |
| -0.0602 | -1.48 | |
| 0.2233 | 3.85 | |
| -0.3451 | -8.88 | |
| 0.3130 | 6.24 | |
| -0.2217 | -3.63 | |
| 0.1374 | 2.39 | |
| -0.0433 | -0.81 | |
| -0.0421 | -0.68 | |
| 0.0599 | 0.77 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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