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

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:31.92% (+3.98%)

Analysis last updated: Sunday, August 31, 2025 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1239	7.98
$α$	0.1415	8.94
$β$	0.7403	29.19
$γ_{1}$	-0.0025	-0.06
$γ_{2}$	0.0874	1.34
$γ_{3}$	-0.1434	-2.91
$γ_{4}$	0.0040	0.09
$γ_{5}$	0.1572	3.92
$γ_{6}$	-0.1929	-4.58
$γ_{7}$	0.1309	3.02
$γ_{8}$	-0.0329	-0.78
$γ_{9}$	-0.0106	-0.28
$γ_{10}$	-0.0011	-0.03

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

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