V-Lab: Shimizu Corp MF2-GARCH Volatility Analysis

V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:27.42% (-0.51%)

Analysis last updated: Sunday, June 1, 2025 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0932	17.32
$β$	0.7031	79.37
$γ$	0.1007	12.63
$λ_{1}$	0.0630	2.92
$λ_{2}$	0.0407	3.70
$λ_{3}$	0.9467	64.96

Estimation Period:
Jan 3, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts