V-Lab: Shimizu Corp MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:30.42% (-1.87%)

Analysis last updated: Friday, November 7, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0936	17.58
$β$	0.6898	65.57
$γ$	0.1027	12.67
$λ_{1}$	0.1373	2.01
$λ_{2}$	0.0881	2.24
$λ_{3}$	0.8843	16.96

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts