Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.76% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2744 | 23.97 | |
| 0.0876 | 16.07 | |
| 0.8205 | 181.53 | |
| 0.0881 | 8.27 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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