Shimizu Corp MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
46.28%
decreased by 3.26%
1 Week
47.48%
decreased by 2.06%
1 Month
49.47%
decreased by 0.07%
Analysis last updated: Tuesday, June 23, 2026 at 07:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0941 | 18.73 | |
| 0.6899 | 58.76 | |
| 0.0954 | 11.76 | |
| 0.2147 | 1.41 | |
| 0.1441 | 1.44 | |
| 0.8146 | 6.33 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
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