Shimizu Corp MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
37.61%
increased by 2.14%
1 Week
38.91%
increased by 3.44%
1 Month
41.36%
increased by 5.89%
Analysis last updated: Tuesday, April 28, 2026 at 07:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0882 | 16.91 | |
| 0.6925 | 72.85 | |
| 0.0979 | 12.06 | |
| 0.5611 | 0.89 | |
| 0.3627 | 0.85 | |
| 0.5261 | 0.95 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2026
Jan 3, 1990 to Apr 24, 2026
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