Daiwa House Reit INV Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.43% (+2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 15.42 | |
| 0.0790 | 16.60 | |
| 0.8833 | 236.23 | |
| 0.0602 | 5.60 |
Estimation Period:
Mar 22, 2006 to Feb 13, 2026
Mar 22, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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