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

V-Lab

Taisei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:27.66% (-1.22%)

Analysis last updated: Friday, September 26, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5672	5.31
$α$	0.0674	32.91
$β$	0.9880	439.88
$ν$	5.2658	8.68

Estimation Period:
Jan 3, 1990 to Sep 22, 2025