Shimizu Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:42.17% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2505 | 19.87 | |
| 0.1299 | 34.47 | |
| 0.8193 | 189.91 | |
| 0.4892 | 10.99 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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