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

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V-Lab

Shimizu Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 6th, 2025:19.14% (-0.67%)

Analysis last updated: Saturday, January 4, 2025 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2982	5.41
$α$	0.0621	31.16
$β$	0.9881	403.32
$ν$	6	7.12

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