Kajima Corp AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
46.25%
decreased by 2.63%
1 Week
45.70%
decreased by 3.18%
1 Month
43.93%
decreased by 4.95%
Analysis last updated: Friday, June 5, 2026 at 07:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1499 | 20.17 | |
| 0.0993 | 43.13 | |
| 0.8654 | 305.04 | |
| 0.6878 | 18.18 |
Estimation Period:
Jan 3, 1990 to May 29, 2026
Jan 3, 1990 to May 29, 2026
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