Shimizu Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:26.48% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2490 | 5.75 | |
| 0.0632 | 30.90 | |
| 0.9872 | 396.49 | |
| 5.7881 | 7.06 |
Estimation Period:
Jan 3, 1990 to Oct 10, 2025
Jan 3, 1990 to Oct 10, 2025
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