V-Lab: Taisei Corp GJR-GARCH Volatility Analysis

V-Lab

Taisei Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 30th, 2025:36.56% (-0.63%)

Analysis last updated: Tuesday, April 29, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1742	18.40
$α$	0.0696	22.18
$β$	0.8622	253.20
$γ$	0.0838	10.91

Estimation Period:
Jan 3, 1990 to Apr 28, 2025

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Volatility Forecasts

Volatility Forecasts