Shimizu Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
50.24%
decreased by 2.54%
1 Week
49.96%
decreased by 2.82%
1 Month
48.91%
decreased by 3.87%
Analysis last updated: Tuesday, June 23, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4239 | 5.66 | |
| 0.0637 | 31.80 | |
| 0.9877 | 407.97 | |
| 5.7888 | 7.25 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
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