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

V-Lab

Taisei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:21.21% (-0.85%)

Analysis last updated: Wednesday, July 16, 2025 at 02:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5855	5.25
$α$	0.0673	33.15
$β$	0.9882	443.73
$ν$	5.2531	8.79

Estimation Period:
Jan 3, 1990 to Jul 11, 2025