V-Lab: Shimizu Corp MF2-GARCH Volatility Analysis

V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:38.08% (-3.97%)

Analysis last updated: Wednesday, April 16, 2025 at 02:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0934	17.35
$β$	0.7043	79.31
$γ$	0.0996	12.49
$λ_{1}$	0.0630	2.92
$λ_{2}$	0.0408	3.69
$λ_{3}$	0.9467	64.71

Estimation Period:
Jan 3, 1990 to Apr 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts