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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1910	8.69***
αARCH	0.2293	12.00***
βGARCH	0.7227	56.94***
γleverage	0.0382	1.15

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1910	8.69***
α ARCH Response to squared shocks	0.2293	12.00***
β GARCH Volatility persistence	0.7227	56.94***
γ leverage Additional response to negative shocks	0.0382	1.15

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Kajima Corp Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kajima Corp Analyses