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

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Taisei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:39.41% (+1.28%)

Analysis last updated: Sunday, November 16, 2025 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5987	5.29
$α$	0.0672	32.90
$β$	0.9881	442.29
$ν$	5.2726	8.66

Estimation Period:
Jan 3, 1990 to Nov 14, 2025