Daiwa Office Invest Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.83% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 16.22 | |
| 0.0833 | 19.59 | |
| 0.8963 | 326.87 | |
| 0.0297 | 3.92 |
Estimation Period:
Oct 19, 2005 to Feb 13, 2026
Oct 19, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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