Shimizu Corp GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
81.36%
increased by 2.87%
1 Week
78.62%
increased by 0.13%
1 Month
69.73%
decreased by 8.76%
Analysis last updated: Thursday, May 21, 2026 at 07:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2619 | 23.79 | |
| 0.0882 | 16.29 | |
| 0.8253 | 189.12 | |
| 0.0839 | 8.07 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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