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 Monday, December 1st, 2025:31.05% (-1.53%)

Analysis last updated: Sunday, November 30, 2025 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2015	7.97
$α$	0.1338	9.03
$β$	0.7663	33.62
$γ_{1}$	0.0386	1.45
$γ_{2}$	-0.0008	-0.02
$γ_{3}$	-0.1229	-4.38
$γ_{4}$	0.1588	5.72
$γ_{5}$	-0.1324	-4.46
$γ_{6}$	0.0993	3.21
$γ_{7}$	-0.0485	-1.44
$γ_{8}$	0.0057	0.20

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

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