V-Lab: Shimizu Corp Asy. Power MEM Volatility Analysis

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V-Lab

Shimizu Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:34.91% (-3.98%)

Analysis last updated: Tuesday, November 12, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0719	28.96
$α$	0.2211	68.65
$β$	0.7519	200.46
$γ$	0.0725	10.90
$δ$	0.6281	26.78

Estimation Period:
Nov 30, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts