MySQL 8.0

By using db<>fiddle, you agree to license everything you submit by Creative Commons CC0.
create table TEST_TABLE (
    DT date,
    OBJECT_ID NUMERIC,
    PARAM_VALUE NUMERIC
);

insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-01',1, 21);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-02',1, 34);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-03',1, 78);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-04',1, 11);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-05',1, 26);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-06',1, 11);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-07',1, 12);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-08',1, 74);

insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-01',2, 18);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-02',2, 96);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-03',2, 33);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-04',2, 77);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-05',2, 55);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-06',2, 28);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-07',2, 54);
insert TEST_TABLE (DT, OBJECT_ID, PARAM_VALUE) values ('2022-01-08',2, 16);
set @TARGET_DATE = '2022-01-08';

select
OBJECT_ID,
group_concat(if(DT = DATE_ADD(@TARGET_DATE, interval -1 day) , PARAM_VALUE, null)) as `dt-1`,
group_concat(if(DT = DATE_ADD(@TARGET_DATE, interval -2 day) , PARAM_VALUE, null)) as `dt-2`
from TEST_TABLE group by OBJECT_ID;


OBJECT_ID
dt-1
dt-2


1
12
11

2
54
28


SET @TARGET_DATE = '2022-01-08';

SELECT GROUP_CONCAT(DISTINCT CONCAT(
        'GROUP_CONCAT(IF(DT="',DT,'", PARAM_VALUE, NULL)) AS "',DT,'"')
        ORDER BY DT DESC
        SEPARATOR ', \r\n' )
        INTO @columns
FROM TEST_TABLE
WHERE DT >= DATE_ADD(@TARGET_DATE, interval -2 day) 
AND DT <= DATE_ADD(@TARGET_DATE, interval -1 day);

SELECT CONCAT('SELECT OBJECT_ID,',@columns,' 
                 FROM TEST_TABLE 
                 GROUP BY OBJECT_ID;') INTO @sql;

PREPARE stmt FROM @sql;
EXECUTE stmt;
DEALLOCATE PREPARE stmt;


OBJECT_ID
2022-01-07
2022-01-06


1
12
11

2
54
28


SELECT @columns;
SELECT @sql;


@columns


GROUP_CONCAT(IF(DT="2022-01-07", PARAM_VALUE, NULL)) AS "2022-01-07", 
GROUP_CONCAT(IF(DT="2022-01-06", PARAM_VALUE, NULL)) AS "2022-01-06"




@sql


SELECT OBJECT_ID,GROUP_CONCAT(IF(DT="2022-01-07", PARAM_VALUE, NULL)) AS "2022-01-07", 
GROUP_CONCAT(IF(DT="2022-01-06", PARAM_VALUE, NULL)) AS "2022-01-06" 
                 FROM TEST_TABLE 
                 GROUP BY OBJECT_ID;