V-Lab: Shimizu Corp MF2-GARCH Volatility Analysis

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Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:24.16% (-1.04%)

Analysis last updated: Friday, October 17, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0934	17.52
$β$	0.6902	65.95
$γ$	0.1032	12.73
$λ_{1}$	0.1355	2.03
$λ_{2}$	0.0872	2.28
$λ_{3}$	0.8856	17.44

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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