V-Lab: Shimizu Corp MF2-GARCH Volatility Analysis

V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:26.06% (-0.98%)

Analysis last updated: Friday, September 26, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0938	17.58
$β$	0.6901	65.76
$γ$	0.1026	12.64
$λ_{1}$	0.1368	2.02
$λ_{2}$	0.0879	2.26
$λ_{3}$	0.8846	17.14

Estimation Period:
Jan 3, 1990 to Sep 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts