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

V-Lab

Shimizu Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:38.56% (+1.66%)

Analysis last updated: Friday, April 18, 2025 at 12:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.3339	5.49
$α$	0.0627	30.90
$β$	0.9877	395.57
$ν$	5.7335	7.11

Estimation Period:
Jan 3, 1990 to Apr 11, 2025