V-Lab: Shimizu Corp GAS-GARCH Student T Volatility Analysis

V-Lab

Shimizu Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:25.62% (-0.70%)

Analysis last updated: Wednesday, June 25, 2025 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2791	5.56
$α$	0.0625	30.94
$β$	0.9876	395.36
$ν$	5.7399	7.07

Estimation Period:
Jan 3, 1990 to Jun 20, 2025