Daiwa Office Invest Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.22% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6918 | 5.26 | |
| 0.1395 | 7.25 | |
| 0.7462 | 24.69 | |
| 0.5017 | 2.75 | |
| -1.1410 | -4.12 | |
| 0.9968 | 5.37 | |
| -0.5411 | -3.30 | |
| 0.3011 | 2.14 | |
| -0.2707 | -2.11 | |
| 0.4597 | 3.35 | |
| -0.5576 | -3.86 | |
| 0.3453 | 1.95 | |
| -0.1879 | -0.68 |
Estimation Period:
Oct 19, 2005 to Feb 10, 2026
Oct 19, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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