Taisei Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.56% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0689 | 18.88 | |
| 0.2122 | 39.35 | |
| 0.9629 | 494.79 | |
| -0.0487 | -9.82 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
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