Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:44.96% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1945 | 25.48 | |
| 0.0582 | 22.17 | |
| 0.8624 | 288.71 | |
| 0.0937 | 12.84 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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