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

V-Lab

Shimizu Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:26.82% (-0.91%)

Analysis last updated: Thursday, June 19, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0748	29.68
$α$	0.2261	70.41
$β$	0.7454	198.84
$γ$	0.0714	11.07
$δ$	0.6238	27.32

Estimation Period:
Nov 30, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts