Dai-ichi Life Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.13% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3998 | 15.36 | |
| 0.0465 | 11.25 | |
| 0.8234 | 112.77 | |
| 0.1009 | 6.65 |
Estimation Period:
Apr 1, 2010 to Feb 13, 2026
Apr 1, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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