Shimizu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.50% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2916 | 9.27 | |
| 0.1332 | 7.71 | |
| 0.7634 | 30.01 | |
| 0.0545 | 5.06 | |
| -0.0910 | -5.43 | |
| 0.0533 | 4.69 | |
| -0.0274 | -2.70 | |
| 0.0213 | 1.68 | |
| -0.0074 | -0.36 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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