Taisei Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:49.23% (-6.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0903 | 25.13 | |
| 0.7015 | 89.05 | |
| 0.1032 | 15.18 | |
| 0.2473 | 1.98 | |
| 0.2143 | 2.15 | |
| 0.7393 | 5.90 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
News Impact Curve
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