V-Lab: Shimizu Corp MF2-GARCH Volatility Analysis

V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:26.23% (-0.19%)

Analysis last updated: Wednesday, July 16, 2025 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0940	17.58
$β$	0.6890	64.74
$γ$	0.1025	12.56
$λ_{1}$	0.1415	1.96
$λ_{2}$	0.0911	2.17
$λ_{3}$	0.8805	15.82

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts