Shimizu Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 4th, 2026:38.07% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1008 | 19.41 | |
| 0.2375 | 32.75 | |
| 0.9408 | 338.65 | |
| -0.0468 | -9.14 |
Estimation Period:
Jan 3, 1990 to Feb 27, 2026
Jan 3, 1990 to Feb 27, 2026
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