V-Lab
Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:56.51% (-3.26%)
Analysis last updated: Tuesday, November 12, 2024 at 09:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1710 | 17.96 | |
| 0.0694 | 21.83 | |
| 0.8649 | 251.63 | |
| 0.0800 | 10.42 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024