V-Lab: Shimizu Corp MF2-GARCH Volatility Analysis

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V-Lab

Shimizu Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:38.60% (-1.13%)

Analysis last updated: Tuesday, April 30, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0816	16.62
$β$	0.7119	73.58
$γ$	0.1016	13.56
$λ_{1}$	0.0617	2.77
$λ_{2}$	0.0437	3.48
$λ_{3}$	0.9440	58.62

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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