V-Lab: Shimizu Corp GJR-GARCH Volatility Analysis

V-Lab

Shimizu Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:25.20% (-0.52%)

Analysis last updated: Sunday, June 1, 2025 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2745	23.43
$α$	0.0867	15.63
$β$	0.8209	178.61
$γ$	0.0889	8.25

Estimation Period:
Jan 3, 1990 to May 30, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts