V-Lab: Kajima Corp APARCH Volatility Analysis

V-Lab

Kajima Corp APARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:26.07% (-0.57%)

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
$ω$	0.1012	19.24
$α$	0.1090	40.76
$β$	0.8777	273.86
$γ$	0.2702	16.10
$δ$	1.2220	29.19

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts