Taisei Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.29% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0922 | 25.42 | |
| 0.6967 | 86.94 | |
| 0.1027 | 14.94 | |
| 0.2406 | 2.01 | |
| 0.2076 | 2.19 | |
| 0.7469 | 6.25 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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