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

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:27.45% (+1.17%)

Analysis last updated: Sunday, May 11, 2025 at 05:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1356	8.02
$α$	0.1424	8.95
$β$	0.7411	29.27
$γ_{1}$	-0.0018	-0.04
$γ_{2}$	0.0880	1.32
$γ_{3}$	-0.1433	-2.87
$γ_{4}$	-0.0023	-0.05
$γ_{5}$	0.1664	4.17
$γ_{6}$	-0.1969	-4.83
$γ_{7}$	0.1246	3.02
$γ_{8}$	-0.0196	-0.48
$γ_{9}$	-0.0215	-0.51
$γ_{10}$	0.0030	0.07

Estimation Period:
Jan 3, 1990 to May 9, 2025

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