V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 25th, 2025:30.16% (-0.90%)
Analysis last updated: Wednesday, June 25, 2025 at 11:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taisei Corp S0GARCH
paramt-stat
ω1.13008.08
α0.13998.83
β0.741429.02
γ1-0.0029-0.07
γ20.09221.41
γ3-0.1528-3.12
γ40.01200.28
γ50.15293.83
γ6-0.1902-4.63
γ70.12623.03
γ8-0.0262-0.64
γ9-0.0142-0.35
γ10-0.0016-0.04
Estimation Period:
Jan 3, 1990 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts