Daiwa Securities Living Inve EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.35% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 20.34 | |
| 0.1813 | 23.35 | |
| 0.9891 | 1,070.45 | |
| -0.0025 | -0.40 |
Estimation Period:
Jun 22, 2006 to Feb 6, 2026
Jun 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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