V-Lab: Kajima Corp Asy. Power MEM Volatility Analysis

V-Lab

Kajima Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:28.01% (-2.28%)

Analysis last updated: Sunday, June 15, 2025 at 01:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0920	25.33
$α$	0.2520	77.10
$β$	0.7178	188.51
$γ$	0.0360	7.30
$δ$	0.7638	20.40

Estimation Period:
Nov 30, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts