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

V-Lab

Shimizu Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:33.34% (-0.39%)

Analysis last updated: Sunday, August 31, 2025 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2732	5.71
$α$	0.0635	30.74
$β$	0.9872	393.32
$ν$	5.7754	7.06

Estimation Period:
Jan 3, 1990 to Aug 29, 2025