Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:29.57% (-0.59%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.2736 | 23.65 | |
0.0863 | 15.65 | |
0.8207 | 179.66 | |
0.0901 | 8.40 |
Estimation Period:
Jan 3, 1990 to Oct 10, 2025
Jan 3, 1990 to Oct 10, 2025
News Impact Curve
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