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, November 7th, 2025:33.40% (-1.90%)

Analysis last updated: Friday, November 7, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2785	9.20
$α$	0.1345	7.53
$β$	0.7611	29.36
$γ_{1}$	0.0535	4.88
$γ_{2}$	-0.0891	-5.24
$γ_{3}$	0.0520	4.54
$γ_{4}$	-0.0274	-2.73
$γ_{5}$	0.0237	2.13
$γ_{6}$	-0.0171	-1.82

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts