V-Lab

Taisei Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:23.46% (-0.41%)
Analysis last updated: Wednesday, July 16, 2025 at 02:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taisei Corp S0GARCH
paramt-stat
ω1.13618.13
α0.14038.83
β0.740128.86
γ1-0.0002-0.00
γ20.08581.32
γ3-0.1443-2.95
γ40.00260.06
γ50.16044.06
γ6-0.1950-4.76
γ70.12913.09
γ8-0.0278-0.68
γ9-0.0146-0.37
γ100.00020.00
Estimation Period:
Jan 3, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts