Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:28.64% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1735 | 18.61 | |
| 0.0678 | 22.17 | |
| 0.8631 | 256.57 | |
| 0.0851 | 11.20 |
Estimation Period:
Jan 3, 1990 to Dec 30, 2025
Jan 3, 1990 to Dec 30, 2025
News Impact Curve
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