V-Lab: Taisei Corp EGARCH Volatility Analysis

V-Lab

Taisei Corp EGARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:28.02% (-0.70%)

Analysis last updated: Saturday, June 21, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0695	18.75
$α$	0.2149	39.25
$β$	0.9626	488.36
$γ$	-0.0491	-9.68

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts