Shimizu Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
73.03%
increased by 3.52%
1 Week
72.37%
increased by 2.86%
1 Month
69.89%
increased by 0.38%
Analysis last updated: Thursday, May 21, 2026 at 07:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4677 | 5.65 | |
| 0.0642 | 31.88 | |
| 0.9877 | 408.83 | |
| 5.7974 | 7.30 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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