V-Lab: Kajima Corp MF2-GARCH Volatility Analysis

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V-Lab

Kajima Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:49.07% (-5.63%)

Analysis last updated: Sunday, May 19, 2024 at 02:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0713	21.19
$β$	0.7405	74.32
$γ$	0.1042	17.10
$λ_{1}$	0.0245	3.12
$λ_{2}$	0.0213	4.74
$λ_{3}$	0.9740	169.80

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

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Volatility Forecasts