Daiwa House Reit INV Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.35% (+4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4529 | 3.54 | |
| 0.1719 | 6.67 | |
| 0.6913 | 16.03 | |
| -0.4049 | -2.14 | |
| 0.1903 | 0.69 | |
| 0.4657 | 2.81 | |
| -0.2813 | -2.21 | |
| -0.1463 | -1.08 | |
| 0.4467 | 3.14 | |
| -0.3920 | -3.31 | |
| 0.0608 | 0.61 | |
| 0.1263 | 1.79 |
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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