V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

V-Lab

Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:28.53% (-2.63%)

Analysis last updated: Friday, September 26, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0938	25.00
$β$	0.6901	85.01
$γ$	0.1056	15.00
$λ_{1}$	0.2258	2.14
$λ_{2}$	0.1974	2.36
$λ_{3}$	0.7590	7.16

Estimation Period:
Jan 3, 1990 to Sep 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts