Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:46.16% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2730 | 23.95 | |
| 0.0874 | 16.06 | |
| 0.8212 | 182.41 | |
| 0.0877 | 8.28 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities