Daiwa Securities Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.60% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0845 | 18.24 | |
| 0.0614 | 23.19 | |
| 0.8947 | 429.33 | |
| 0.0700 | 10.99 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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