V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

V-Lab

Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:27.09% (-1.66%)

Analysis last updated: Sunday, August 10, 2025 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0942	24.99
$β$	0.6899	85.24
$γ$	0.1064	15.08
$λ_{1}$	0.2186	2.21
$λ_{2}$	0.1912	2.45
$λ_{3}$	0.7667	7.75

Estimation Period:
Jan 3, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts