V-Lab: Shimizu Corp Spline-GARCH Volatility Analysis

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V-Lab

Shimizu Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:42.07% (-3.56%)

Analysis last updated: Tuesday, November 12, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9756	8.31
$α$	0.1215	7.64
$β$	0.7595	26.36
$γ_{1}$	-0.0547	-1.17
$γ_{2}$	0.1468	2.10
$γ_{3}$	-0.1680	-3.91
$γ_{4}$	0.0592	1.73
$γ_{5}$	0.0871	2.69
$γ_{6}$	-0.1451	-3.91
$γ_{7}$	0.1198	2.69
$γ_{8}$	-0.0583	-1.34
$γ_{9}$	0.0176	0.38
$γ_{10}$	0.0489	0.67

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

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