Taisei Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:44.51% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2223 | 8.16 | |
| 0.1342 | 9.01 | |
| 0.7638 | 33.24 | |
| 0.0427 | 1.64 | |
| -0.0073 | -0.19 | |
| -0.1197 | -4.39 | |
| 0.1593 | 5.91 | |
| -0.1371 | -4.75 | |
| 0.1102 | 3.51 | |
| -0.0707 | -1.79 | |
| 0.0609 | 1.09 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities