Shimizu Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.36% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1006 | 19.41 | |
| 0.2374 | 32.67 | |
| 0.9410 | 339.70 | |
| -0.0466 | -9.07 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
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