V-Lab: Taisei Corp GJR-GARCH Volatility Analysis

V-Lab

Taisei Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, October 3rd, 2025:30.93% (-1.60%)

Analysis last updated: Friday, October 3, 2025 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1742	18.63
$α$	0.0689	22.19
$β$	0.8621	254.84
$γ$	0.0846	11.06

Estimation Period:
Jan 3, 1990 to Sep 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts