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

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:23.46% (-0.41%)

Analysis last updated: Wednesday, July 16, 2025 at 02:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1361	8.13
$α$	0.1403	8.83
$β$	0.7401	28.86
$γ_{1}$	-0.0002	-0.00
$γ_{2}$	0.0858	1.32
$γ_{3}$	-0.1443	-2.95
$γ_{4}$	0.0026	0.06
$γ_{5}$	0.1604	4.06
$γ_{6}$	-0.1950	-4.76
$γ_{7}$	0.1291	3.09
$γ_{8}$	-0.0278	-0.68
$γ_{9}$	-0.0146	-0.37
$γ_{10}$	0.0002	0.00

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

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