V-Lab
Taisei Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:64.97% (-4.27%)
Analysis last updated: Tuesday, November 12, 2024 at 09:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1816 | 17.40 | |
| 0.1093 | 37.14 | |
| 0.8616 | 218.74 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024