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

V-Lab

Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:41.34% (-3.83%)

Analysis last updated: Wednesday, April 16, 2025 at 02:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2869	9.17
$α$	0.1338	7.48
$β$	0.7644	29.75
$γ_{1}$	0.0565	4.90
$γ_{2}$	-0.0934	-5.23
$γ_{3}$	0.0538	4.53
$γ_{4}$	-0.0286	-2.71
$γ_{5}$	0.0252	2.09
$γ_{6}$	-0.0180	-1.76

Estimation Period:
Jan 3, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts