Daiwa Securities Living Inve Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.16% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4873 | 4.16 | |
| 0.1747 | 7.36 | |
| 0.6689 | 18.39 | |
| -0.0656 | -0.40 | |
| -0.1710 | -0.75 | |
| 0.2240 | 1.68 | |
| 0.1919 | 1.69 | |
| -0.4041 | -3.32 | |
| 0.5264 | 3.98 | |
| -0.5110 | -3.75 | |
| 0.2683 | 1.98 | |
| -0.0527 | -0.54 |
Estimation Period:
Jun 22, 2006 to Feb 10, 2026
Jun 22, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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