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

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V-Lab

Taisei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:36.82% (-0.57%)

Analysis last updated: Thursday, November 21, 2024 at 01:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6830	5.06
$α$	0.0658	32.84
$β$	0.9889	457.61
$ν$	5	8.70

Estimation Period:
Jan 3, 1990 to Nov 15, 2024