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

V-Lab

Shimizu Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:27.18% (+0.44%)

Analysis last updated: Friday, May 30, 2025 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2887	5.55
$α$	0.0625	30.99
$β$	0.9876	395.85
$ν$	5.7344	7.09

Estimation Period:
Jan 3, 1990 to May 23, 2025