V-Lab: Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:24.66% (-0.02%)

Analysis last updated: Sunday, June 1, 2025 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1392	8.18
$α$	0.1410	8.82
$β$	0.7385	28.57
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	0.0866	1.32
$γ_{3}$	-0.1449	-2.96
$γ_{4}$	0.0013	0.03
$γ_{5}$	0.1622	4.12
$γ_{6}$	-0.1944	-4.82
$γ_{7}$	0.1249	3.05
$γ_{8}$	-0.0219	-0.54
$γ_{9}$	-0.0190	-0.46
$γ_{10}$	0.0018	0.05

Estimation Period:
Jan 3, 1990 to May 30, 2025

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