Taisei Corp GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
73.33%
decreased by 3.47%
1 Week
71.82%
decreased by 4.98%
1 Month
66.61%
decreased by 10.19%
Analysis last updated: Wednesday, June 17, 2026 at 08:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1837 | 18.07 | |
| 0.1107 | 38.91 | |
| 0.8598 | 224.96 |
Estimation Period:
Jan 3, 1990 to Jun 12, 2026
Jan 3, 1990 to Jun 12, 2026
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