V-Lab: Taisei Corp GAS-GARCH Student T Volatility Analysis

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Taisei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:36.61% (+1.11%)

Analysis last updated: Friday, October 17, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5833	5.29
$α$	0.0673	32.88
$β$	0.9880	439.31
$ν$	5.2573	8.69

Estimation Period:
Jan 3, 1990 to Oct 10, 2025