Daiwa Computer Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.03% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 9.40 | |
| 0.1475 | 18.94 | |
| 0.9085 | 223.89 | |
| -0.1120 | -12.05 |
Estimation Period:
Sep 29, 2006 to Feb 13, 2026
Sep 29, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Daiwa Computer Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities