V-Lab
Taisei Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:42.48% (+1.70%)
Analysis last updated: Sunday, May 19, 2024 at 02:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0562 | 17.26 | |
| 0.1916 | 36.13 | |
| 0.9703 | 551.02 | |
| -0.0422 | -8.55 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024