Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.28% (+2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1743 | 18.65 | |
| 0.0684 | 22.39 | |
| 0.8630 | 256.10 | |
| 0.0838 | 11.05 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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