V-Lab: Shimizu Corp Spline-GARCH Volatility Analysis

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V-Lab

Shimizu Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:35.95% (-1.83%)

Analysis last updated: Sunday, April 28, 2024 at 01:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9685	8.26
$α$	0.1151	7.78
$β$	0.7691	27.72
$γ_{1}$	-0.0599	-1.24
$γ_{2}$	0.1551	2.15
$γ_{3}$	-0.1654	-3.78
$γ_{4}$	0.0378	1.08
$γ_{5}$	0.1231	3.61
$γ_{6}$	-0.1849	-4.77
$γ_{7}$	0.1554	3.51
$γ_{8}$	-0.0861	-1.94
$γ_{9}$	0.0317	0.56
$γ_{10}$	0.0621	0.47

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts