Shimizu Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
36.76%
increased by 1.31%
1 Week
36.88%
increased by 1.43%
1 Month
37.22%
increased by 1.77%
Analysis last updated: Tuesday, April 28, 2026 at 07:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2688 | 23.80 | |
| 0.0862 | 15.99 | |
| 0.8234 | 184.61 | |
| 0.0872 | 8.34 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2026
Jan 3, 1990 to Apr 24, 2026
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