V-Lab: Taisei Corp Spline-GARCH Volatility Analysis

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Taisei Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:30.18% (+0.59%)

Analysis last updated: Sunday, December 7, 2025 at 03:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2182	8.18
$α$	0.1353	8.98
$β$	0.7611	32.65
$γ_{1}$	0.0406	1.55
$γ_{2}$	-0.0025	-0.06
$γ_{3}$	-0.1251	-4.55
$γ_{4}$	0.1638	6.03
$γ_{5}$	-0.1398	-4.79
$γ_{6}$	0.1102	3.45
$γ_{7}$	-0.0674	-1.68
$γ_{8}$	0.0492	0.90

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

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Volatility Forecasts

Volatility Forecasts