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

V-Lab

Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:29.32% (-0.64%)

Analysis last updated: Sunday, August 31, 2025 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2812	9.19
$α$	0.1350	7.50
$β$	0.7609	29.31
$γ_{1}$	0.0543	4.89
$γ_{2}$	-0.0903	-5.24
$γ_{3}$	0.0525	4.54
$γ_{4}$	-0.0276	-2.72
$γ_{5}$	0.0238	2.09
$γ_{6}$	-0.0171	-1.77

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts