V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

V-Lab

Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:30.39% (+2.27%)

Analysis last updated: Sunday, August 31, 2025 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0940	25.02
$β$	0.6905	85.30
$γ$	0.1057	15.02
$λ_{1}$	0.2192	2.20
$λ_{2}$	0.1915	2.43
$λ_{3}$	0.7662	7.68

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts