Daiwa House Reit INV Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.79% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8364 | 4.39 | |
| 0.0970 | 32.84 | |
| 0.9838 | 283.27 | |
| 4.0467 | 13.64 |
Estimation Period:
Mar 22, 2006 to Feb 13, 2026
Mar 22, 2006 to Feb 13, 2026
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