V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

V-Lab

Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:25.36% (-0.19%)

Analysis last updated: Sunday, June 1, 2025 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0951	24.99
$β$	0.6877	84.12
$γ$	0.1060	14.92
$λ_{1}$	0.2160	2.22
$λ_{2}$	0.1889	2.47
$λ_{3}$	0.7699	7.95

Estimation Period:
Jan 3, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts