V-Lab: Taisei Corp GJR-GARCH Volatility Analysis

V-Lab

Taisei Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:54.09% (+19.47%)

Analysis last updated: Tuesday, April 8, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1735	18.34
$α$	0.0700	22.25
$β$	0.8625	252.64
$γ$	0.0822	10.71

Estimation Period:
Jan 3, 1990 to Apr 4, 2025

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Volatility Forecasts

Volatility Forecasts