Daiwa Securities Living Inve GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.29% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 11.71 | |
| 0.0699 | 13.88 | |
| 0.9183 | 243.46 | |
| 0.0147 | 2.08 |
Estimation Period:
Jun 22, 2006 to Feb 13, 2026
Jun 22, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Daiwa Securities Living Inve Analyses
Other GJR-GARCH Analyses on Real Estate