V-Lab: Shimizu Corp GJR-GARCH Volatility Analysis

V-Lab

Shimizu Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:24.94% (-0.45%)

Analysis last updated: Wednesday, June 25, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2765	23.50
$α$	0.0868	15.67
$β$	0.8200	178.00
$γ$	0.0896	8.30

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts