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Daiwa Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.63% (-12.09%)
Analysis last updated: Tuesday, February 17, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa Industries Ltd SGARCH
paramt-stat
ω1.80397.38
α0.16147.73
β0.635711.83
γ10.14253.42
γ2-0.2503-3.66
γ30.22964.68
γ4-0.2192-7.85
γ50.13234.55
γ6-0.0135-0.45
γ7-0.0608-2.13
γ80.08392.35
Estimation Period:
Jan 8, 1992 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts