V-Lab: Kajima Corp Spline-GARCH Volatility Analysis

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V-Lab

Kajima Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.78% (-0.68%)

Analysis last updated: Sunday, April 21, 2024 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9788	6.55
$α$	0.1089	8.91
$β$	0.7834	31.97
$γ_{1}$	-0.0816	-1.70
$γ_{2}$	0.2173	3.02
$γ_{3}$	-0.2420	-4.82
$γ_{4}$	0.0998	2.29
$γ_{5}$	0.0924	2.33
$γ_{6}$	-0.1882	-4.24
$γ_{7}$	0.1497	2.83
$γ_{8}$	-0.0496	-0.84
$γ_{9}$	-0.0040	-0.07
$γ_{10}$	0.0484	0.65

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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