Taisei Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.47% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1618 | 17.24 | |
| 0.1135 | 43.35 | |
| 0.8547 | 259.87 | |
| 0.5348 | 12.44 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities