Shimizu Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.47% (-3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0902 | 17.13 | |
| 0.6880 | 70.12 | |
| 0.0974 | 11.83 | |
| 0.5548 | 0.88 | |
| 0.3572 | 0.84 | |
| 0.5318 | 0.96 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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