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

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Taisei Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:27.22% (+0.63%)

Analysis last updated: Sunday, December 7, 2025 at 03:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2060	8.00
$α$	0.1342	9.03
$β$	0.7653	33.47
$γ_{1}$	0.0397	1.50
$γ_{2}$	-0.0027	-0.07
$γ_{3}$	-0.1214	-4.35
$γ_{4}$	0.1577	5.70
$γ_{5}$	-0.1317	-4.46
$γ_{6}$	0.0991	3.23
$γ_{7}$	-0.0489	-1.46
$γ_{8}$	0.0063	0.22

Estimation Period:
Jan 3, 1990 to Dec 5, 2025

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Volatility Forecasts

Volatility Forecasts