Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
69.15%
increased by 1.48%
1 Week
64.52%
decreased by 3.15%
1 Month
52.59%
decreased by 15.08%
Analysis last updated: Thursday, May 21, 2026 at 07:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2730 | 8.90 | |
| 0.1322 | 7.98 | |
| 0.7739 | 32.37 | |
| 0.0513 | 4.69 | |
| -0.0864 | -5.07 | |
| 0.0516 | 4.44 | |
| -0.0280 | -2.77 | |
| 0.0260 | 2.35 | |
| -0.0207 | -2.24 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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