V-Lab: Shimizu Corp Spline-GARCH Volatility Analysis

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V-Lab

Shimizu Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:48.16% (-4.14%)

Analysis last updated: Sunday, May 19, 2024 at 02:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9690	8.25
$α$	0.1150	7.94
$β$	0.7696	28.08
$γ_{1}$	-0.0590	-1.23
$γ_{2}$	0.1537	2.14
$γ_{3}$	-0.1660	-3.80
$γ_{4}$	0.0411	1.18
$γ_{5}$	0.1178	3.48
$γ_{6}$	-0.1789	-4.65
$γ_{7}$	0.1492	3.37
$γ_{8}$	-0.0790	-1.80
$γ_{9}$	0.0219	0.41
$γ_{10}$	0.0866	0.70

Estimation Period:
Jan 3, 1990 to May 17, 2024

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