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

V-Lab

Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:24.76% (+0.28%)

Analysis last updated: Wednesday, July 16, 2025 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2831	9.20
$α$	0.1350	7.46
$β$	0.7608	29.18
$γ_{1}$	0.0550	4.90
$γ_{2}$	-0.0913	-5.25
$γ_{3}$	0.0528	4.54
$γ_{4}$	-0.0278	-2.71
$γ_{5}$	0.0240	2.07
$γ_{6}$	-0.0170	-1.73

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts