V-Lab: Kajima Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Kajima Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:27.24% (-1.17%)

Analysis last updated: Tuesday, November 12, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2576	5.24
$α$	0.0627	26.95
$β$	0.9857	322.45
$ν$	5	7.13

Estimation Period:
Jan 3, 1990 to Nov 8, 2024