Taisei Corp MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
48.51%
decreased by 4.11%
1 Week
48.44%
decreased by 4.18%
1 Month
48.64%
decreased by 3.98%
Analysis last updated: Friday, June 5, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0907 | 25.37 | |
| 0.7031 | 91.60 | |
| 0.1035 | 15.39 | |
| 0.2478 | 2.01 | |
| 0.2199 | 2.20 | |
| 0.7350 | 5.90 |
Estimation Period:
Jan 3, 1990 to May 29, 2026
Jan 3, 1990 to May 29, 2026
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