Taisei Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.64% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0917 | 25.10 | |
| 0.6945 | 86.10 | |
| 0.1053 | 15.22 | |
| 0.2305 | 2.08 | |
| 0.1986 | 2.28 | |
| 0.7572 | 6.88 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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