Kajima Corp APARCH Volatility Analysis
Volatility prediction for Wednesday, May 20th, 2026
1 Day
58.72%
decreased by 1.98%
1 Week
57.68%
decreased by 3.02%
1 Month
54.27%
decreased by 6.43%
Analysis last updated: Wednesday, May 20, 2026 at 07:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0968 | 19.26 | |
| 0.1075 | 40.64 | |
| 0.8807 | 279.75 | |
| 0.2638 | 15.69 | |
| 1.2025 | 28.73 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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