V-Lab: Taisei Corp Spline-GARCH Volatility Analysis

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V-Lab

Taisei Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.26% (-1.25%)

Analysis last updated: Sunday, April 21, 2024 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1193	7.92
$α$	0.1293	8.84
$β$	0.7633	31.42
$γ_{1}$	-0.0121	-0.26
$γ_{2}$	0.1040	1.46
$γ_{3}$	-0.1337	-2.59
$γ_{4}$	-0.0491	-1.11
$γ_{5}$	0.2222	5.47
$γ_{6}$	-0.2225	-5.52
$γ_{7}$	0.1011	2.07
$γ_{8}$	0.0444	0.74
$γ_{9}$	-0.1190	-1.60
$γ_{10}$	0.1840	1.66

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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