Shimizu Corp MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
43.31%
decreased by 2.04%
1 Week
42.66%
decreased by 2.69%
1 Month
42.26%
decreased by 3.09%
Analysis last updated: Saturday, April 11, 2026 at 10:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0884 | 16.93 | |
| 0.6922 | 73.04 | |
| 0.0986 | 12.13 | |
| 0.5628 | 0.89 | |
| 0.3636 | 0.85 | |
| 0.5251 | 0.95 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2026
Jan 3, 1990 to Apr 10, 2026
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