Shimizu Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.11% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0902 | 17.13 | |
| 0.6877 | 69.94 | |
| 0.0974 | 11.82 | |
| 0.5544 | 0.88 | |
| 0.3571 | 0.84 | |
| 0.5320 | 0.96 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
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