V-Lab
V-Lab
Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2025:51.97% (+14.64%)
Analysis last updated: Tuesday, April 8, 2025 at 11:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shimizu Corp GJR-GARCH
paramt-stat
ω0.271723.41
α0.086915.66
β0.8224179.96
γ0.08648.06
Estimation Period:
Jan 3, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts