Taisei Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.40% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0921 | 25.31 | |
| 0.6945 | 86.17 | |
| 0.1049 | 15.21 | |
| 0.2326 | 2.07 | |
| 0.2005 | 2.27 | |
| 0.7552 | 6.75 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities