V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

V-Lab

Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:36.26% (-4.01%)

Analysis last updated: Wednesday, April 16, 2025 at 02:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0962	24.99
$β$	0.6833	82.07
$γ$	0.1067	14.81
$λ_{1}$	0.2277	2.10
$λ_{2}$	0.1994	2.32
$λ_{3}$	0.7573	6.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts