Daiwa Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:70.14% (+15.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4343 | 13.03 | |
| 0.1162 | 14.60 | |
| 0.7617 | 92.15 | |
| 0.0636 | 3.27 |
Estimation Period:
Jan 8, 1992 to Feb 13, 2026
Jan 8, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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