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, November 7th, 2025:32.33% (-1.31%)

Analysis last updated: Friday, November 7, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5770	5.29
$α$	0.0671	32.85
$β$	0.9880	440.49
$ν$	5.2650	8.66

Estimation Period:
Jan 3, 1990 to Oct 31, 2025