Shimizu Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:43.56% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1005 | 19.40 | |
| 0.2373 | 32.75 | |
| 0.9410 | 339.58 | |
| -0.0467 | -9.10 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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