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 ·

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