Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.63% (+21.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1747 | 18.70 | |
| 0.0699 | 22.67 | |
| 0.8626 | 255.81 | |
| 0.0821 | 10.79 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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