V-Lab
Shimizu Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:38.85% (-2.73%)
Analysis last updated: Tuesday, November 12, 2024 at 09:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2143 | 17.41 | |
| 0.1158 | 36.35 | |
| 0.8390 | 218.94 | |
| 0.5125 | 10.43 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024