V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

V-Lab

Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:29.75% (+0.16%)

Analysis last updated: Wednesday, June 25, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0941	24.88
$β$	0.6889	84.33
$γ$	0.1059	14.95
$λ_{1}$	0.2189	2.19
$λ_{2}$	0.1914	2.43
$λ_{3}$	0.7667	7.68

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts