V-Lab
Taisei Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:48.20% (-1.98%)
Analysis last updated: Tuesday, November 12, 2024 at 09:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 18.47 | |
| 0.2112 | 37.83 | |
| 0.9638 | 491.73 | |
| -0.0468 | -9.15 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024