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V-Lab
Taisei Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:27.48% (-0.95%)
Analysis last updated: Sunday, November 9, 2025 at 01:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taisei Corp AGARCH
paramt-stat
ω0.159016.83
α0.113443.23
β0.8543259.99
γ0.563113.03
Estimation Period:
Jan 3, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts