Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:29.05% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1740 | 18.63 | |
| 0.0682 | 22.19 | |
| 0.8627 | 256.00 | |
| 0.0850 | 11.16 |
Estimation Period:
Jan 3, 1990 to Dec 5, 2025
Jan 3, 1990 to Dec 5, 2025
News Impact Curve
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