Daiwabo Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.43% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3178 | 11.81 | |
| 0.0774 | 20.10 | |
| 0.8680 | 163.49 | |
| 0.0604 | 4.87 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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