V-Lab: Shimizu Corp MF2-GARCH Volatility Analysis

V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:27.09% (-0.84%)

Analysis last updated: Sunday, August 31, 2025 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0941	17.59
$β$	0.6899	65.77
$γ$	0.1024	12.60
$λ_{1}$	0.1368	2.03
$λ_{2}$	0.0878	2.26
$λ_{3}$	0.8847	17.20

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts