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V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.58% (-3.60%)
Analysis last updated: Saturday, February 21, 2026 at 09:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kajima Corp S0GARCH
paramt-stat
ω1.05176.65
α0.12539.33
β0.762931.50
γ1-0.0303-0.70
γ20.13132.02
γ3-0.2054-4.48
γ40.13493.09
γ50.00060.01
γ6-0.0930-1.86
γ70.09992.03
γ8-0.0472-1.21
γ90.02820.79
γ10-0.0304-1.07
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts