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

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:42.15% (-3.82%)

Analysis last updated: Wednesday, April 16, 2025 at 02:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1241	8.00
$α$	0.1412	8.84
$β$	0.7405	28.89
$γ_{1}$	-0.0037	-0.08
$γ_{2}$	0.0920	1.38
$γ_{3}$	-0.1466	-2.96
$γ_{4}$	-0.0014	-0.03
$γ_{5}$	0.1678	4.26
$γ_{6}$	-0.1991	-5.01
$γ_{7}$	0.1261	3.11
$γ_{8}$	-0.0201	-0.49
$γ_{9}$	-0.0203	-0.46
$γ_{10}$	0.0013	0.03

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

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