V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

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Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:25.91% (-0.51%)

Analysis last updated: Tuesday, November 11, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0917	24.70
$β$	0.7150	93.01
$γ$	0.1057	15.83
$λ_{1}$	0.0785	3.07
$λ_{2}$	0.0682	3.31
$λ_{3}$	0.9168	35.38

Estimation Period:
Jan 3, 1990 to Nov 7, 2025

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