V-Lab: Shimizu Corp GJR-GARCH Volatility Analysis

V-Lab

Shimizu Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:28.43% (-1.27%)

Analysis last updated: Thursday, May 22, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2752	23.44
$α$	0.0867	15.64
$β$	0.8208	178.47
$γ$	0.0888	8.24

Estimation Period:
Jan 3, 1990 to May 16, 2025

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Volatility Forecasts

Volatility Forecasts