Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	81
$α$	0.0898	17.05
$β$	0.6876	70.83
$γ$	0.0979	11.94
$λ_{1}$	0.5631	0.89
$λ_{2}$	0.3633	0.85
$λ_{3}$	0.5244	0.94

V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:40.36% (-4.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shimizu Corp Analyses