Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:47.14% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2743 | 23.99 | |
| 0.0877 | 16.07 | |
| 0.8205 | 181.52 | |
| 0.0880 | 8.26 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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