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

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Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:25.04% (-1.14%)

Analysis last updated: Friday, October 17, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2798	9.20
$α$	0.1346	7.51
$β$	0.7611	29.33
$γ_{1}$	0.0538	4.88
$γ_{2}$	-0.0896	-5.24
$γ_{3}$	0.0522	4.54
$γ_{4}$	-0.0274	-2.72
$γ_{5}$	0.0236	2.10
$γ_{6}$	-0.0169	-1.79

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts