V-Lab
Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:53.82% (-3.91%)
Analysis last updated: Sunday, May 19, 2024 at 02:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2135 | 20.13 | |
| 0.0703 | 18.19 | |
| 0.8528 | 230.43 | |
| 0.0776 | 8.77 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024