Taisei Corp GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:52.33% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1848 | 18.01 | |
| 0.1103 | 38.55 | |
| 0.8596 | 222.58 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
News Impact Curve
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