V-Lab: Taisei Corp Asy. MEM Volatility Analysis

V-Lab

Taisei Corp Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:32.58% (+9.83%)

Analysis last updated: Thursday, June 19, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1296	23.94
$α$	0.1991	40.25
$β$	0.7740	256.87
$γ$	0.0167	1.93

Estimation Period:
Nov 30, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts