Shimizu Corp MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
73.05%
increased by 3.81%
1 Week
67.44%
decreased by 1.80%
1 Month
57.41%
decreased by 11.83%
Analysis last updated: Thursday, May 21, 2026 at 07:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0905 | 17.37 | |
| 0.6933 | 75.22 | |
| 0.0943 | 11.73 | |
| 0.5681 | 0.94 | |
| 0.3780 | 0.90 | |
| 0.5119 | 0.96 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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