V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

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V-Lab

Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:33.27% (+3.56%)

Analysis last updated: Sunday, April 28, 2024 at 01:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0893	23.80
$β$	0.7067	89.99
$γ$	0.0954	14.41
$λ_{1}$	0.2835	1.72
$λ_{2}$	0.2605	1.85
$λ_{3}$	0.6856	3.92

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts