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

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V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:28.33% (-0.49%)

Analysis last updated: Wednesday, March 5, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1060	7.86
$α$	0.1423	8.78
$β$	0.7369	28.32
$γ_{1}$	-0.0035	-0.08
$γ_{2}$	0.0915	1.35
$γ_{3}$	-0.1461	-2.95
$γ_{4}$	-0.0026	-0.06
$γ_{5}$	0.1692	4.32
$γ_{6}$	-0.1978	-5.07
$γ_{7}$	0.1201	3.00
$γ_{8}$	-0.0107	-0.26
$γ_{9}$	-0.0304	-0.65
$γ_{10}$	0.0090	0.20

Estimation Period:
Jan 3, 1990 to Feb 28, 2025

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