Taisei Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
76.67%
decreased by 5.04%
1 Week
75.34%
decreased by 6.37%
1 Month
70.61%
decreased by 11.10%
Analysis last updated: Saturday, May 23, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1682 | 18.40 | |
| 0.0693 | 22.76 | |
| 0.8657 | 261.37 | |
| 0.0802 | 10.85 |
Estimation Period:
Jan 3, 1990 to May 22, 2026
Jan 3, 1990 to May 22, 2026
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