V-Lab: Shimizu Corp Spline-GARCH Volatility Analysis

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Shimizu Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:44.57% (-4.79%)

Analysis last updated: Sunday, November 16, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2956	9.29
$α$	0.1334	7.64
$β$	0.7631	29.80
$γ_{1}$	0.0557	5.08
$γ_{2}$	-0.0926	-5.45
$γ_{3}$	0.0539	4.70
$γ_{4}$	-0.0277	-2.71
$γ_{5}$	0.0213	1.67
$γ_{6}$	-0.0075	-0.37

Estimation Period:
Jan 3, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts