Taisei Corp MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
57.32%
decreased by 7.84%
1 Week
53.94%
decreased by 11.22%
1 Month
47.82%
decreased by 17.34%
Analysis last updated: Sunday, April 5, 2026 at 01:54 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0898 | 25.06 | |
| 0.7049 | 91.15 | |
| 0.1035 | 15.32 | |
| 0.2397 | 2.05 | |
| 0.2087 | 2.25 | |
| 0.7468 | 6.40 |
Estimation Period:
Jan 3, 1990 to Apr 3, 2026
Jan 3, 1990 to Apr 3, 2026
Other MF2-GARCH Analyses on International Equities