Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:29.71% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1739 | 18.63 | |
| 0.0682 | 22.20 | |
| 0.8628 | 256.11 | |
| 0.0848 | 11.15 |
Estimation Period:
Jan 3, 1990 to Dec 12, 2025
Jan 3, 1990 to Dec 12, 2025
News Impact Curve
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