Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:45.08% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1742 | 18.67 | |
| 0.0696 | 22.62 | |
| 0.8630 | 256.32 | |
| 0.0818 | 10.80 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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