Kajima Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
55.55%
increased by 4.81%
1 Week
55.12%
increased by 4.38%
1 Month
53.51%
increased by 2.77%
Analysis last updated: Saturday, May 16, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3061 | 5.11 | |
| 0.0619 | 27.27 | |
| 0.9862 | 326.65 | |
| 5.1825 | 7.31 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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