V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

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Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:29.63% (-1.63%)

Analysis last updated: Sunday, November 30, 2025 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0923	24.94
$β$	0.7134	92.13
$γ$	0.1051	15.73
$λ_{1}$	0.0831	3.02
$λ_{2}$	0.0719	3.24
$λ_{3}$	0.9123	32.74

Estimation Period:
Jan 3, 1990 to Nov 28, 2025

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