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

V-Lab

Taisei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:32.07% (+2.76%)

Analysis last updated: Sunday, August 31, 2025 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5873	5.32
$α$	0.0677	32.96
$β$	0.9879	439.28
$ν$	5.2661	8.71

Estimation Period:
Jan 3, 1990 to Aug 29, 2025