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 Monday, December 1st, 2025:35.35% (+2.51%)

Analysis last updated: Sunday, November 30, 2025 at 04:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2778	9.17
$α$	0.1341	7.59
$β$	0.7627	29.73
$γ_{1}$	0.0532	4.86
$γ_{2}$	-0.0887	-5.23
$γ_{3}$	0.0520	4.53
$γ_{4}$	-0.0275	-2.75
$γ_{5}$	0.0241	2.17
$γ_{6}$	-0.0178	-1.90

Estimation Period:
Jan 3, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts