V-Lab
Kajima Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:28.91% (-1.67%)
Analysis last updated: Tuesday, November 12, 2024 at 09:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0709 | 20.32 | |
| 0.2023 | 41.25 | |
| 0.9605 | 553.61 | |
| -0.0508 | -9.60 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024