Taisei Corp MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
47.18%
decreased by 3.74%
1 Week
48.34%
decreased by 2.58%
1 Month
51.10%
increased by 0.18%
Analysis last updated: Tuesday, June 23, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0875 | 24.64 | |
| 0.7033 | 91.50 | |
| 0.1048 | 15.65 | |
| 0.2625 | 1.87 | |
| 0.2432 | 2.06 | |
| 0.7099 | 4.87 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
Other MF2-GARCH Analyses on International Equities