Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
43.85%
decreased by 4.17%
1 Week
42.43%
decreased by 5.59%
1 Month
38.99%
decreased by 9.03%
Analysis last updated: Tuesday, June 23, 2026 at 07:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2703 | 8.85 | |
| 0.1302 | 8.05 | |
| 0.7783 | 33.21 | |
| 0.0510 | 4.66 | |
| -0.0860 | -5.04 | |
| 0.0517 | 4.42 | |
| -0.0282 | -2.79 | |
| 0.0266 | 2.40 | |
| -0.0216 | -2.33 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
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