V-Lab: Shimizu Corp GJR-GARCH Volatility Analysis

V-Lab

Shimizu Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:23.13% (-0.70%)

Analysis last updated: Sunday, June 29, 2025 at 06:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2762	23.50
$α$	0.0871	15.69
$β$	0.8198	177.94
$γ$	0.0897	8.30

Estimation Period:
Jan 3, 1990 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts