Kajima Corp GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
57.23%
increased by 1.86%
1 Week
56.15%
increased by 0.78%
1 Month
52.53%
decreased by 2.84%
Analysis last updated: Thursday, May 21, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1992 | 25.69 | |
| 0.1045 | 40.41 | |
| 0.8607 | 279.90 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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