Daikin Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:50.52% (+20.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1338 | 17.35 | |
| 0.0497 | 19.46 | |
| 0.8942 | 289.38 | |
| 0.0631 | 9.50 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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