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V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.36% (-2.30%)
Analysis last updated: Saturday, February 21, 2026 at 08:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taisei Corp S0GARCH
paramt-stat
ω1.13207.96
α0.13709.04
β0.750030.78
γ1-0.0001-0.00
γ20.08481.33
γ3-0.1512-3.09
γ40.02640.60
γ50.13043.14
γ6-0.1769-3.90
γ70.13462.79
γ8-0.0525-1.10
γ90.01400.36
γ10-0.0195-0.66
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts