Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:33.93% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1744 | 18.66 | |
| 0.0684 | 22.38 | |
| 0.8630 | 256.15 | |
| 0.0839 | 11.05 |
Estimation Period:
Jan 3, 1990 to Jan 23, 2026
Jan 3, 1990 to Jan 23, 2026
News Impact Curve
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