V-Lab: Taisei Corp MEM Volatility Analysis

V-Lab

Taisei Corp MEM Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:29.20% (-2.27%)

Analysis last updated: Sunday, June 22, 2025 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1295	7.95
$α$	0.2062	42.07
$β$	0.7749	255.98

Estimation Period:
Nov 30, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts