Taisei Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:29.90% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0917 | 24.91 | |
| 0.7129 | 91.85 | |
| 0.1058 | 15.86 | |
| 0.0848 | 3.00 | |
| 0.0734 | 3.21 | |
| 0.9105 | 31.75 |
Estimation Period:
Jan 3, 1990 to Jan 9, 2026
Jan 3, 1990 to Jan 9, 2026
News Impact Curve
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