Taisei Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:36.64% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0692 | 18.90 | |
| 0.2131 | 39.29 | |
| 0.9627 | 493.69 | |
| -0.0490 | -9.78 |
Estimation Period:
Jan 3, 1990 to Nov 14, 2025
Jan 3, 1990 to Nov 14, 2025
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