Daiwa Motor Transn Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.86% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2317 | 13.33 | |
| 0.1218 | 12.32 | |
| 0.8796 | 153.00 | |
| -0.0321 | -2.42 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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