V-Lab: Daikin Industries Ltd MF2-GARCH Volatility Analysis

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V-Lab

Daikin Industries Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:23.49% (-0.38%)

Analysis last updated: Thursday, May 9, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0713	16.06
$β$	0.7002	45.68
$γ$	0.0815	11.66
$λ_{1}$	0.0671	2.58
$λ_{2}$	0.0545	3.59
$λ_{3}$	0.9320	48.36

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts