Shimizu Corp GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
48.17%
decreased by 2.61%
1 Week
47.37%
decreased by 3.41%
1 Month
44.88%
decreased by 5.90%
Analysis last updated: Saturday, April 11, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2519 | 26.43 | |
| 0.1251 | 34.94 | |
| 0.8304 | 208.85 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2026
Jan 3, 1990 to Apr 10, 2026
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