Taisei Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
50.89%
decreased by 3.19%
1 Week
50.50%
decreased by 3.58%
1 Month
49.12%
decreased by 4.96%
Analysis last updated: Tuesday, June 23, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1591 | 17.75 | |
| 0.0659 | 21.96 | |
| 0.8711 | 262.55 | |
| 0.0791 | 11.07 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
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