Daiwa Office Invest Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.58% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6762 | 5.14 | |
| 0.1406 | 7.26 | |
| 0.7436 | 24.42 | |
| 0.4668 | 2.55 | |
| -1.0844 | -3.90 | |
| 0.9574 | 5.15 | |
| -0.5085 | -3.10 | |
| 0.2744 | 1.95 | |
| -0.2484 | -1.95 | |
| 0.4359 | 3.23 | |
| -0.5233 | -3.88 | |
| 0.2831 | 2.10 | |
| -0.0346 | -0.32 |
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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