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

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:28.89% (-1.87%)

Analysis last updated: Friday, September 26, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1218	7.98
$α$	0.1402	8.90
$β$	0.7420	29.36
$γ_{1}$	-0.0026	-0.06
$γ_{2}$	0.0875	1.35
$γ_{3}$	-0.1447	-2.95
$γ_{4}$	0.0077	0.18
$γ_{5}$	0.1528	3.80
$γ_{6}$	-0.1904	-4.47
$γ_{7}$	0.1316	2.99
$γ_{8}$	-0.0355	-0.83
$γ_{9}$	-0.0085	-0.22
$γ_{10}$	-0.0019	-0.06

Estimation Period:
Jan 3, 1990 to Sep 22, 2025

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