V-Lab
V-Lab
Shimizu Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 12th, 2025:32.68% (-1.43%)
Analysis last updated: Thursday, June 12, 2025 at 11:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shimizu Corp AGARCH
paramt-stat
ω0.251619.30
α0.130133.85
β0.8187186.37
γ0.498010.84
Estimation Period:
Jan 3, 1990 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts