Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:59.57% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1729 | 18.60 | |
| 0.0693 | 22.59 | |
| 0.8638 | 257.16 | |
| 0.0815 | 10.80 |
Estimation Period:
Jan 3, 1990 to Mar 6, 2026
Jan 3, 1990 to Mar 6, 2026
News Impact Curve
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