Shimizu Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
45.00%
decreased by 2.94%
1 Week
44.43%
decreased by 3.51%
1 Month
42.67%
decreased by 5.27%
Analysis last updated: Tuesday, April 7, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2714 | 23.88 | |
| 0.0869 | 16.04 | |
| 0.8219 | 183.35 | |
| 0.0880 | 8.35 |
Estimation Period:
Jan 3, 1990 to Apr 3, 2026
Jan 3, 1990 to Apr 3, 2026
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