Daiwa Industries Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.47% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4235 | 14.49 | |
| 0.1469 | 34.32 | |
| 0.7645 | 93.97 |
Estimation Period:
Jan 8, 1992 to Feb 6, 2026
Jan 8, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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