V-Lab
Shimizu Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:46.36% (-4.26%)
Analysis last updated: Sunday, May 19, 2024 at 02:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0751 | 15.74 | |
| 0.1979 | 34.19 | |
| 0.9565 | 404.77 | |
| -0.0412 | -8.82 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024