Shimizu Corp APARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
46.68%
increased by 9.80%
1 Week
45.98%
increased by 9.10%
1 Month
43.85%
increased by 6.97%
Analysis last updated: Saturday, April 18, 2026 at 10:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1843 | 15.77 | |
| 0.1273 | 32.92 | |
| 0.8405 | 176.27 | |
| 0.1925 | 11.56 | |
| 1.5804 | 32.77 |
Estimation Period:
Jan 3, 1990 to Apr 17, 2026
Jan 3, 1990 to Apr 17, 2026
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