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

V-Lab

Taisei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:39.06% (+1.18%)

Analysis last updated: Friday, April 18, 2025 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6748	5.20
$α$	0.0677	32.84
$β$	0.9883	441.38
$ν$	5.2660	8.74

Estimation Period:
Jan 3, 1990 to Apr 11, 2025