V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

V-Lab

Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:24.75% (-0.48%)

Analysis last updated: Wednesday, July 16, 2025 at 02:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0941	24.88
$β$	0.6898	84.91
$γ$	0.1062	15.03
$λ_{1}$	0.2096	2.27
$λ_{2}$	0.1833	2.53
$λ_{3}$	0.7764	8.46

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts