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, November 7th, 2025:29.27% (-1.62%)

Analysis last updated: Friday, November 7, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1974	8.03
$α$	0.1359	9.01
$β$	0.7602	32.49
$γ_{1}$	0.0385	1.46
$γ_{2}$	-0.0004	-0.01
$γ_{3}$	-0.1235	-4.44
$γ_{4}$	0.1593	5.79
$γ_{5}$	-0.1326	-4.51
$γ_{6}$	0.0990	3.22
$γ_{7}$	-0.0481	-1.43
$γ_{8}$	0.0056	0.20

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts