Kajima Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:45.85% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1599 | 20.96 | |
| 0.1024 | 43.52 | |
| 0.8603 | 298.31 | |
| 0.6742 | 18.06 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities