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V-Lab

Kajima Corp EGARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

35.78%

increased by 0.27%

1 Week

36.02%

increased by 0.51%

1 Month

36.79%

increased by 1.28%

Analysis last updated: Saturday, August 8, 2026 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kajima Corp EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 3, 1990 to Aug 7, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 68% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0694
20.57***
α

ARCH

Response to squared shocks

0.1977
41.77***
β

GARCH

Volatility persistence

0.9616
572.36***
γ

leverage

Additional response to negative shocks

-0.0504
-9.85***

Persistence:

0.962

Half-life:

18 days