V-Lab: Taisei Corp GJR-GARCH Volatility Analysis

V-Lab

Taisei Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:27.87% (+1.13%)

Analysis last updated: Sunday, August 24, 2025 at 12:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1750	18.65
$α$	0.0693	22.23
$β$	0.8615	254.21
$γ$	0.0851	11.08

Estimation Period:
Jan 3, 1990 to Aug 22, 2025

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Volatility Forecasts