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

V-Lab

Shimizu Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:28.82% (-0.92%)

Analysis last updated: Friday, September 26, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2571	5.75
$α$	0.0634	30.84
$β$	0.9872	395.52
$ν$	5.7882	7.06

Estimation Period:
Jan 3, 1990 to Sep 22, 2025