Taisei Corp EGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
51.82%
decreased by 0.63%
1 Week
50.95%
decreased by 1.50%
1 Month
48.32%
decreased by 4.13%
Analysis last updated: Saturday, April 11, 2026 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0675 | 18.80 | |
| 0.2103 | 39.39 | |
| 0.9640 | 503.89 | |
| -0.0476 | -9.65 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2026
Jan 3, 1990 to Apr 10, 2026
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