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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1274	5.96***
αARCH	0.1985	10.28***
βGARCH	0.7781	66.52***
γleverage	0.0110	0.33

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1274	5.96***
α ARCH Response to squared shocks	0.1985	10.28***
β GARCH Volatility persistence	0.7781	66.52***
γ leverage Additional response to negative shocks	0.0110	0.33

V-Lab

Taisei Corp Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Taisei Corp Analyses