Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
49.25%
increased by 6.87%
1 Week
46.73%
increased by 4.35%
1 Month
40.71%
decreased by 1.67%
Analysis last updated: Thursday, April 2, 2026 at 07:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2730 | 9.09 | |
| 0.1334 | 7.78 | |
| 0.7660 | 30.65 | |
| 0.0517 | 4.79 | |
| -0.0868 | -5.17 | |
| 0.0514 | 4.50 | |
| -0.0275 | -2.77 | |
| 0.0249 | 2.29 | |
| -0.0192 | -2.10 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2026
Jan 3, 1990 to Mar 27, 2026
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