Taisei Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:43.32% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0687 | 18.91 | |
| 0.2120 | 39.42 | |
| 0.9631 | 495.92 | |
| -0.0478 | -9.64 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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