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

V-Lab

Taisei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:30.73% (+0.65%)

Analysis last updated: Sunday, May 11, 2025 at 05:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6325	5.25
$α$	0.0674	33.11
$β$	0.9882	443.74
$ν$	5.2581	8.78

Estimation Period:
Jan 3, 1990 to May 9, 2025