Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:35.15% (+7.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2719 | 23.77 | |
| 0.0864 | 15.80 | |
| 0.8215 | 181.34 | |
| 0.0888 | 8.34 |
Estimation Period:
Jan 3, 1990 to Jan 23, 2026
Jan 3, 1990 to Jan 23, 2026
News Impact Curve
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