V-Lab
Shimizu Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:39.24% (-2.48%)
Analysis last updated: Tuesday, November 12, 2024 at 09:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2103 | 24.53 | |
| 0.1092 | 36.90 | |
| 0.8528 | 249.06 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024