V-Lab: Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:26.10% (-0.92%)

Analysis last updated: Friday, September 26, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2806	9.19
$α$	0.1348	7.50
$β$	0.7610	29.29
$γ_{1}$	0.0540	4.88
$γ_{2}$	-0.0899	-5.24
$γ_{3}$	0.0523	4.53
$γ_{4}$	-0.0275	-2.71
$γ_{5}$	0.0236	2.09
$γ_{6}$	-0.0169	-1.77

Estimation Period:
Jan 3, 1990 to Sep 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts