Shimizu Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
53.79%
decreased by 2.38%
1 Week
53.43%
decreased by 2.74%
1 Month
52.07%
decreased by 4.10%
Analysis last updated: Sunday, April 5, 2026 at 01:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3519 | 5.79 | |
| 0.0642 | 31.30 | |
| 0.9872 | 398.87 | |
| 5.8156 | 7.13 |
Estimation Period:
Jan 3, 1990 to Apr 3, 2026
Jan 3, 1990 to Apr 3, 2026
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