Daiwa Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.07% (+14.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7459 | 7.19 | |
| 0.1582 | 7.71 | |
| 0.6440 | 12.33 | |
| 0.1321 | 3.20 | |
| -0.2337 | -3.46 | |
| 0.2182 | 4.50 | |
| -0.2109 | -7.64 | |
| 0.1284 | 4.40 | |
| -0.0161 | -0.56 | |
| -0.0468 | -1.91 | |
| 0.0408 | 2.24 |
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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