V-Lab: Taisei Corp GJR-GARCH Volatility Analysis

V-Lab

Taisei Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:24.37% (+1.84%)

Analysis last updated: Thursday, July 31, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1726	18.43
$α$	0.0688	22.12
$β$	0.8623	254.74
$γ$	0.0853	11.14

Estimation Period:
Jan 3, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts