V-Lab: Taisei Corp Asy. Power MEM Volatility Analysis

V-Lab

Taisei Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:26.78% (+2.95%)

Analysis last updated: Thursday, June 12, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0673	18.03
$α$	0.2270	73.56
$β$	0.7568	219.11
$γ$	0.0351	5.58
$δ$	0.7942	16.66

Estimation Period:
Nov 30, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts