V-Lab
Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:44.58% (-2.32%)
Analysis last updated: Thursday, November 21, 2024 at 01:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1698 | 17.89 | |
| 0.0684 | 21.85 | |
| 0.8658 | 252.87 | |
| 0.0801 | 10.53 |
Estimation Period:
Jan 3, 1990 to Nov 15, 2024
Jan 3, 1990 to Nov 15, 2024