Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:30.98% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2735 | 23.67 | |
| 0.0862 | 15.67 | |
| 0.8209 | 179.98 | |
| 0.0898 | 8.39 |
Estimation Period:
Jan 3, 1990 to Oct 31, 2025
Jan 3, 1990 to Oct 31, 2025
News Impact Curve
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