V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

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Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:32.58% (-0.78%)

Analysis last updated: Friday, October 17, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0924	24.78
$β$	0.7134	92.37
$γ$	0.1057	15.74
$λ_{1}$	0.0801	3.06
$λ_{2}$	0.0696	3.29
$λ_{3}$	0.9151	34.39

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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Volatility Forecasts