V-Lab
Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:36.22% (-2.37%)
Analysis last updated: Tuesday, November 12, 2024 at 09:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2406 | 21.42 | |
| 0.0755 | 18.73 | |
| 0.8395 | 211.24 | |
| 0.0840 | 9.01 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024