Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:28.68% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2734 | 23.73 | |
| 0.0865 | 15.81 | |
| 0.8210 | 180.69 | |
| 0.0891 | 8.35 |
Estimation Period:
Jan 3, 1990 to Dec 12, 2025
Jan 3, 1990 to Dec 12, 2025
News Impact Curve
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