V-Lab: Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.68% (-1.06%)

Analysis last updated: Sunday, April 21, 2024 at 02:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9885	8.27
$α$	0.1201	7.28
$β$	0.7625	26.09
$γ_{1}$	-0.0418	-0.84
$γ_{2}$	0.1233	1.67
$γ_{3}$	-0.1421	-3.20
$γ_{4}$	0.0250	0.71
$γ_{5}$	0.1234	3.59
$γ_{6}$	-0.1773	-4.51
$γ_{7}$	0.1495	3.34
$γ_{8}$	-0.0931	-2.13
$γ_{9}$	0.0671	1.41
$γ_{10}$	-0.0494	-1.20

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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