V-Lab
V-Lab
Shimizu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:28.19% (+1.02%)
Analysis last updated: Sunday, September 14, 2025 at 01:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shimizu Corp GJR-GARCH
paramt-stat
ω0.274323.68
α0.086615.68
β0.8204179.35
γ0.08998.36
Estimation Period:
Jan 3, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts