V-Lab
Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 6th, 2025:20.72% (-0.43%)
Analysis last updated: Saturday, January 4, 2025 at 11:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1736 | 18.18 | |
| 0.0698 | 22.11 | |
| 0.8627 | 251.30 | |
| 0.0822 | 10.68 |
Estimation Period:
Jan 3, 1990 to Jan 3, 2025
Jan 3, 1990 to Jan 3, 2025