Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:34.48% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1741 | 18.64 | |
| 0.0685 | 22.25 | |
| 0.8626 | 255.90 | |
| 0.0846 | 11.10 |
Estimation Period:
Jan 3, 1990 to Nov 21, 2025
Jan 3, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities