Daiwa Industries Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.95% (+9.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1699 | 9.13 | |
| 0.2750 | 37.04 | |
| 0.8952 | 80.48 | |
| -0.0288 | -3.04 |
Estimation Period:
Jan 8, 1992 to Feb 10, 2026
Jan 8, 1992 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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