Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:32.68% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2734 | 23.76 | |
| 0.0867 | 15.82 | |
| 0.8210 | 180.84 | |
| 0.0888 | 8.32 |
Estimation Period:
Jan 3, 1990 to Nov 21, 2025
Jan 3, 1990 to Nov 21, 2025
News Impact Curve
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