Taisei Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
40.69%
increased by 1.10%
1 Week
40.69%
increased by 1.10%
1 Month
40.72%
increased by 1.13%
Analysis last updated: Tuesday, April 28, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1720 | 18.58 | |
| 0.0690 | 22.58 | |
| 0.8643 | 258.53 | |
| 0.0814 | 10.89 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2026
Jan 3, 1990 to Apr 24, 2026
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