V-Lab
Taisei Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:63.34% (-4.55%)
Analysis last updated: Tuesday, November 12, 2024 at 09:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1559 | 16.31 | |
| 0.1118 | 42.05 | |
| 0.8575 | 257.74 | |
| 0.5480 | 12.31 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024