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 Tuesday, November 12th, 2024:27.80% (-1.20%)

Analysis last updated: Tuesday, November 12, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2941	5.53
$α$	0.0608	31.40
$β$	0.9885	425.35
$ν$	6	7.02

Estimation Period:
Jan 3, 1990 to Nov 8, 2024