V-Lab: Taisei Corp GJR-GARCH Volatility Analysis

V-Lab

Taisei Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:26.12% (+0.31%)

Analysis last updated: Sunday, September 14, 2025 at 01:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1744	18.63
$α$	0.0690	22.21
$β$	0.8619	254.69
$γ$	0.0849	11.08

Estimation Period:
Jan 3, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts