V-Lab: Taisei Corp MF2-GARCH Volatility Analysis

V-Lab

Taisei Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:26.15% (+0.86%)

Analysis last updated: Sunday, May 11, 2025 at 05:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0950	24.96
$β$	0.6872	83.86
$γ$	0.1062	14.93
$λ_{1}$	0.2213	2.18
$λ_{2}$	0.1933	2.41
$λ_{3}$	0.7646	7.55

Estimation Period:
Jan 3, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts