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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1565	4.43***
αARCH	0.0648	5.46***
βGARCH	0.8734	66.49***
γleverage	0.0767	2.73***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1565	4.43***
α ARCH Response to squared shocks	0.0648	5.46***
β GARCH Volatility persistence	0.8734	66.49***
γ leverage Additional response to negative shocks	0.0767	2.73***

V-Lab

Taisei Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Taisei Corp Analyses