V-Lab
Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:30.75% (-0.26%)
Analysis last updated: Wednesday, March 5, 2025 at 11:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1741 | 18.38 | |
| 0.0706 | 22.34 | |
| 0.8619 | 252.01 | |
| 0.0824 | 10.67 |
Estimation Period:
Jan 3, 1990 to Feb 28, 2025
Jan 3, 1990 to Feb 28, 2025