V-Lab: Shimizu Corp MF2-GARCH Volatility Analysis

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Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:32.32% (+1.98%)

Analysis last updated: Sunday, November 30, 2025 at 04:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0940	17.88
$β$	0.6907	64.58
$γ$	0.1010	12.48
$λ_{1}$	0.1489	1.90
$λ_{2}$	0.0946	2.07
$λ_{3}$	0.8757	14.46

Estimation Period:
Jan 3, 1990 to Nov 28, 2025

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