V-Lab: Shimizu Corp MF2-GARCH Volatility Analysis

V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:26.27% (-0.23%)

Analysis last updated: Wednesday, June 25, 2025 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0934	17.33
$β$	0.7014	78.73
$γ$	0.1015	12.69
$λ_{1}$	0.0642	2.90
$λ_{2}$	0.0414	3.68
$λ_{3}$	0.9457	63.20

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts