Kajima Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.58% (-3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0517 | 6.65 | |
| 0.1253 | 9.33 | |
| 0.7629 | 31.50 | |
| -0.0303 | -0.70 | |
| 0.1313 | 2.02 | |
| -0.2054 | -4.48 | |
| 0.1349 | 3.09 | |
| 0.0006 | 0.01 | |
| -0.0930 | -1.86 | |
| 0.0999 | 2.03 | |
| -0.0472 | -1.21 | |
| 0.0282 | 0.79 | |
| -0.0304 | -1.07 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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