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{name} Model Equation

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Param	Value	t-stat
ωconst	5.7201	1.29
αARCH	0.0657	8.32***
βGARCH	0.9889	116.15***
νDF	5.2730	2.20**

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.7201	1.29
α ARCH Response to squared shocks	0.0657	8.32***
β GARCH Volatility persistence	0.9889	116.15***
ν DF Student-t tail thickness	5.2730	2.20**

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Taisei Corp GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Taisei Corp Analyses