V-Lab: Taisei Corp GJR-GARCH Volatility Analysis

V-Lab

Taisei Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:26.90% (-1.16%)

Analysis last updated: Thursday, May 22, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1751	18.45
$α$	0.0695	22.15
$β$	0.8617	253.00
$γ$	0.0844	10.97

Estimation Period:
Jan 3, 1990 to May 16, 2025

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Volatility Forecasts

Volatility Forecasts