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

V-Lab

Taisei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:27.71% (+4.57%)

Analysis last updated: Thursday, June 19, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5979	5.29
$α$	0.0676	33.11
$β$	0.9881	442.90
$ν$	5.2651	8.77

Estimation Period:
Jan 3, 1990 to Jun 13, 2025