V-Lab: Shimizu Corp GJR-GARCH Volatility Analysis

V-Lab

Shimizu Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 30th, 2025:38.84% (+1.18%)

Analysis last updated: Tuesday, April 29, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2738	23.45
$α$	0.0870	15.67
$β$	0.8214	179.30
$γ$	0.0879	8.17

Estimation Period:
Jan 3, 1990 to Apr 28, 2025

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Volatility Forecasts

Volatility Forecasts