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

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V-Lab

Shimizu Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:34.78% (-1.66%)

Analysis last updated: Thursday, November 21, 2024 at 01:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.3496	5.40
$α$	0.0616	30.91
$β$	0.9882	404.83
$ν$	6	7.01

Estimation Period:
Jan 3, 1990 to Nov 15, 2024