Daiwa Office Invest Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.41% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 14.90 | |
| 0.1035 | 33.91 | |
| 0.8905 | 320.78 | |
| 0.1886 | 6.38 |
Estimation Period:
Oct 19, 2005 to Feb 6, 2026
Oct 19, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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