V-Lab: Kajima Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Kajima Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:29.93% (-1.24%)

Analysis last updated: Sunday, May 19, 2024 at 02:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2592	4.93
$α$	0.0599	25.99
$β$	0.9872	338.18
$ν$	5	6.64

Estimation Period:
Jan 3, 1990 to May 17, 2024