Shimizu Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.48% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1006 | 19.41 | |
| 0.2375 | 32.73 | |
| 0.9410 | 339.83 | |
| -0.0466 | -9.08 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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