V-Lab: Taisei Corp Spline-GARCH Volatility Analysis

V-Lab

Taisei Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:36.46% (-2.42%)

Analysis last updated: Sunday, June 22, 2025 at 12:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0970	8.03
$α$	0.1399	8.79
$β$	0.7378	28.34
$γ_{1}$	-0.0161	-0.39
$γ_{2}$	0.1113	1.75
$γ_{3}$	-0.1596	-3.32
$γ_{4}$	0.0090	0.21
$γ_{5}$	0.1629	4.18
$γ_{6}$	-0.2015	-5.06
$γ_{7}$	0.1319	3.28
$γ_{8}$	-0.0186	-0.46
$γ_{9}$	-0.0471	-0.99
$γ_{10}$	0.0949	1.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts