Kajima Corp GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:49.98% (-3.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2075 | 26.05 | |
| 0.1076 | 40.70 | |
| 0.8560 | 274.53 |
Estimation Period:
Jan 3, 1990 to Nov 14, 2025
Jan 3, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities