Taisei Corp GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
65.80%
increased by 11.89%
1 Week
64.77%
increased by 10.86%
1 Month
61.16%
increased by 7.25%
Analysis last updated: Friday, April 3, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1720 | 18.55 | |
| 0.0691 | 22.60 | |
| 0.8642 | 258.12 | |
| 0.0814 | 10.86 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2026
Jan 3, 1990 to Mar 27, 2026
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