Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:30.92% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1740 | 18.62 | |
| 0.0682 | 22.14 | |
| 0.8626 | 255.81 | |
| 0.0852 | 11.18 |
Estimation Period:
Jan 3, 1990 to Oct 31, 2025
Jan 3, 1990 to Oct 31, 2025
News Impact Curve
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