Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.2727	23.72
$α$	0.0866	15.82
$β$	0.8210	180.72
$γ$	0.0891	8.35

V-Lab

Shimizu Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 6th, 2026:25.94% (+1.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shimizu Corp Analyses