V-Lab
Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 6th, 2025:20.99% (-0.29%)
Analysis last updated: Saturday, January 4, 2025 at 11:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2743 | 23.08 | |
| 0.0875 | 15.63 | |
| 0.8209 | 177.48 | |
| 0.0879 | 8.07 |
Estimation Period:
Jan 3, 1990 to Jan 3, 2025
Jan 3, 1990 to Jan 3, 2025