Kajima Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:44.53% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2151 | 26.35 | |
| 0.1096 | 40.96 | |
| 0.8525 | 269.09 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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