V-Lab
Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:61.72% (-5.56%)
Analysis last updated: Thursday, November 21, 2024 at 01:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2636 | 22.65 | |
| 0.0867 | 15.38 | |
| 0.8264 | 181.78 | |
| 0.0829 | 7.60 |
Estimation Period:
Jan 3, 1990 to Nov 15, 2024
Jan 3, 1990 to Nov 15, 2024