V-Lab: Kajima Corp MEM Volatility Analysis

V-Lab

| |

V-Lab

Kajima Corp MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:41.39% (-2.86%)

Analysis last updated: Tuesday, November 12, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1878	14.52
$α$	0.2526	52.59
$β$	0.7191	216.06

Estimation Period:
Nov 30, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts