V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

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Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:27.33% (-1.39%)

Analysis last updated: Friday, November 7, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0919	24.73
$β$	0.7148	92.90
$γ$	0.1056	15.80
$λ_{1}$	0.0789	3.07
$λ_{2}$	0.0685	3.30
$λ_{3}$	0.9164	35.13

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

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Volatility Forecasts