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

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V-Lab

Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:38.95% (-3.90%)

Analysis last updated: Tuesday, November 12, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0532	8.66
$α$	0.1244	7.48
$β$	0.7590	26.52
$γ_{1}$	-0.0228	-0.48
$γ_{2}$	0.0973	1.35
$γ_{3}$	-0.1386	-3.16
$γ_{4}$	0.0426	1.22
$γ_{5}$	0.0906	2.76
$γ_{6}$	-0.1399	-3.71
$γ_{7}$	0.1152	2.54
$γ_{8}$	-0.0648	-1.46
$γ_{9}$	0.0482	1.04
$γ_{10}$	-0.0429	-1.10

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

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