Shimizu Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
45.98%
decreased by 3.45%
1 Week
45.40%
decreased by 4.03%
1 Month
43.60%
decreased by 5.83%
Analysis last updated: Tuesday, June 23, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2559 | 23.52 | |
| 0.0863 | 16.18 | |
| 0.8286 | 192.08 | |
| 0.0829 | 8.12 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
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