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

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Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:35.33% (+0.03%)

Analysis last updated: Friday, October 17, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1359	8.08
$α$	0.1391	8.91
$β$	0.7438	29.59
$γ_{1}$	-0.0006	-0.01
$γ_{2}$	0.0857	1.33
$γ_{3}$	-0.1460	-2.98
$γ_{4}$	0.0102	0.23
$γ_{5}$	0.1504	3.73
$γ_{6}$	-0.1896	-4.42
$γ_{7}$	0.1330	2.99
$γ_{8}$	-0.0389	-0.90
$γ_{9}$	-0.0035	-0.09
$γ_{10}$	-0.0063	-0.19

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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