V-Lab: Shimizu Corp MF2-GARCH Volatility Analysis

V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:27.09% (+0.50%)

Analysis last updated: Sunday, May 11, 2025 at 05:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0933	17.32
$β$	0.7025	79.08
$γ$	0.1009	12.64
$λ_{1}$	0.0633	2.91
$λ_{2}$	0.0409	3.69
$λ_{3}$	0.9465	64.49

Estimation Period:
Jan 3, 1990 to May 9, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts