Shimizu Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
43.92%
decreased by 2.14%
1 Week
43.44%
decreased by 2.62%
1 Month
41.96%
decreased by 4.10%
Analysis last updated: Tuesday, April 14, 2026 at 08:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2692 | 23.80 | |
| 0.0864 | 16.01 | |
| 0.8230 | 184.40 | |
| 0.0877 | 8.36 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2026
Jan 3, 1990 to Apr 10, 2026
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