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

V-Lab

Taisei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:24.58% (-0.32%)

Analysis last updated: Sunday, June 1, 2025 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6070	5.28
$α$	0.0677	33.05
$β$	0.9881	441.70
$ν$	5.2580	8.77

Estimation Period:
Jan 3, 1990 to May 30, 2025