V-Lab
Kajima Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:46.48% (-2.45%)
Analysis last updated: Sunday, May 19, 2024 at 02:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1068 | 16.88 | |
| 0.0843 | 41.20 | |
| 0.8886 | 358.89 | |
| 0.7164 | 17.58 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024