Shimizu Corp Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
45.52%
decreased by 3.00%
1 Week
44.17%
decreased by 4.35%
1 Month
41.08%
decreased by 7.44%
Analysis last updated: Saturday, April 11, 2026 at 10:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2882 | 9.21 | |
| 0.1313 | 7.82 | |
| 0.7685 | 30.98 | |
| 0.0539 | 5.01 | |
| -0.0901 | -5.38 | |
| 0.0529 | 4.64 | |
| -0.0267 | -2.63 | |
| 0.0200 | 1.57 | |
| -0.0028 | -0.13 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2026
Jan 3, 1990 to Apr 10, 2026
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