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, December 12th, 2025:28.54% (+1.87%)

Analysis last updated: Friday, December 12, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2771	9.18
$α$	0.1342	7.58
$β$	0.7622	29.61
$γ_{1}$	0.0530	4.86
$γ_{2}$	-0.0885	-5.23
$γ_{3}$	0.0519	4.53
$γ_{4}$	-0.0274	-2.74
$γ_{5}$	0.0240	2.17
$γ_{6}$	-0.0176	-1.89

Estimation Period:
Jan 3, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts