Daiwa Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.63% (-12.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8039 | 7.38 | |
| 0.1614 | 7.73 | |
| 0.6357 | 11.83 | |
| 0.1425 | 3.42 | |
| -0.2503 | -3.66 | |
| 0.2296 | 4.68 | |
| -0.2192 | -7.85 | |
| 0.1323 | 4.55 | |
| -0.0135 | -0.45 | |
| -0.0608 | -2.13 | |
| 0.0839 | 2.35 |
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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