V-Lab
Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:33.99% (-0.80%)
Analysis last updated: Wednesday, March 5, 2025 at 11:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2712 | 23.41 | |
| 0.0875 | 15.72 | |
| 0.8219 | 179.85 | |
| 0.0868 | 8.06 |
Estimation Period:
Jan 3, 1990 to Feb 28, 2025
Jan 3, 1990 to Feb 28, 2025