Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:47.81% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1951 | 25.49 | |
| 0.0584 | 22.20 | |
| 0.8620 | 287.89 | |
| 0.0941 | 12.85 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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