Daiwa Office Invest Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.86% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 19.75 | |
| 0.2037 | 34.59 | |
| 0.9887 | 1,146.94 | |
| -0.0273 | -5.56 |
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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