Taisei Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.36% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1320 | 7.96 | |
| 0.1370 | 9.04 | |
| 0.7500 | 30.78 | |
| -0.0001 | -0.00 | |
| 0.0848 | 1.33 | |
| -0.1512 | -3.09 | |
| 0.0264 | 0.60 | |
| 0.1304 | 3.14 | |
| -0.1769 | -3.90 | |
| 0.1346 | 2.79 | |
| -0.0525 | -1.10 | |
| 0.0140 | 0.36 | |
| -0.0195 | -0.66 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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