V-Lab: Shimizu Corp Spline-GARCH Volatility Analysis

V-Lab

Shimizu Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:27.96% (-1.02%)

Analysis last updated: Thursday, June 19, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2979	9.34
$α$	0.1327	7.64
$β$	0.7632	29.56
$γ_{1}$	0.0577	5.12
$γ_{2}$	-0.0953	-5.46
$γ_{3}$	0.0545	4.67
$γ_{4}$	-0.0269	-2.57
$γ_{5}$	0.0185	1.40
$γ_{6}$	0.0017	0.08

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts