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

V-Lab

Taisei Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:26.30% (+0.33%)

Analysis last updated: Wednesday, June 25, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6001	5.26
$α$	0.0673	33.03
$β$	0.9881	441.73
$ν$	5.2475	8.77

Estimation Period:
Jan 3, 1990 to Jun 20, 2025