Taisei Corp APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
60.49%
decreased by 3.88%
1 Week
59.74%
decreased by 4.63%
1 Month
57.15%
decreased by 7.22%
Analysis last updated: Friday, June 5, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0907 | 14.40 | |
| 0.1119 | 38.93 | |
| 0.8824 | 255.53 | |
| 0.2232 | 12.75 | |
| 1.3191 | 31.24 |
Estimation Period:
Jan 3, 1990 to May 29, 2026
Jan 3, 1990 to May 29, 2026
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