Daiwa Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.17% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1050 | 13.49 | |
| 0.1214 | 25.97 | |
| 0.8786 | 233.43 |
Estimation Period:
Jan 22, 1999 to Feb 6, 2026
Jan 22, 1999 to Feb 6, 2026
News Impact Curve
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