Shimizu Corp MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
39.30%
decreased by 2.73%
1 Week
39.30%
decreased by 2.73%
1 Month
40.04%
decreased by 1.99%
Analysis last updated: Tuesday, April 7, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0891 | 17.01 | |
| 0.6901 | 71.65 | |
| 0.0988 | 12.07 | |
| 0.5563 | 0.88 | |
| 0.3586 | 0.84 | |
| 0.5311 | 0.96 |
Estimation Period:
Jan 3, 1990 to Apr 3, 2026
Jan 3, 1990 to Apr 3, 2026
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