Shimizu Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
55.40%
decreased by 2.97%
1 Week
55.03%
decreased by 3.34%
1 Month
53.62%
decreased by 4.75%
Analysis last updated: Friday, June 5, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4340 | 5.68 | |
| 0.0639 | 31.88 | |
| 0.9877 | 408.13 | |
| 5.7993 | 7.25 |
Estimation Period:
Jan 3, 1990 to May 29, 2026
Jan 3, 1990 to May 29, 2026
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