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

V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:32.36% (-2.67%)

Analysis last updated: Sunday, June 22, 2025 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1300	8.08
$α$	0.1399	8.83
$β$	0.7414	29.02
$γ_{1}$	-0.0029	-0.07
$γ_{2}$	0.0922	1.41
$γ_{3}$	-0.1528	-3.12
$γ_{4}$	0.0120	0.28
$γ_{5}$	0.1529	3.83
$γ_{6}$	-0.1902	-4.63
$γ_{7}$	0.1262	3.03
$γ_{8}$	-0.0262	-0.64
$γ_{9}$	-0.0142	-0.35
$γ_{10}$	-0.0016	-0.04

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

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