Taisei Corp MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
63.05%
decreased by 8.13%
1 Week
59.44%
decreased by 11.74%
1 Month
53.34%
decreased by 17.84%
Analysis last updated: Saturday, May 23, 2026 at 10:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0909 | 25.41 | |
| 0.7026 | 91.10 | |
| 0.1033 | 15.35 | |
| 0.2482 | 2.00 | |
| 0.2203 | 2.20 | |
| 0.7345 | 5.87 |
Estimation Period:
Jan 3, 1990 to May 22, 2026
Jan 3, 1990 to May 22, 2026
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