V-Lab: Kajima Corp GARCH Volatility Analysis

V-Lab

Kajima Corp GARCH Volatility Analysis

Volatility Prediction for Thursday, July 17th, 2025:22.90% (-0.58%)

Analysis last updated: Friday, July 18, 2025 at 02:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2099	25.93
$α$	0.1090	40.68
$β$	0.8540	270.78

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts