Taisei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:36.84% (+2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1745 | 18.65 | |
| 0.0685 | 22.17 | |
| 0.8622 | 255.47 | |
| 0.0853 | 11.16 |
Estimation Period:
Jan 3, 1990 to Oct 10, 2025
Jan 3, 1990 to Oct 10, 2025
News Impact Curve
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