V-Lab: Shimizu Corp GJR-GARCH Volatility Analysis

V-Lab

Shimizu Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:27.88% (-0.62%)

Analysis last updated: Thursday, September 18, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2743	23.68
$α$	0.0866	15.68
$β$	0.8204	179.35
$γ$	0.0899	8.36

Estimation Period:
Jan 3, 1990 to Sep 12, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts