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{name} Model Equation

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Param	Value	t-stat
ωconst	5.2582	1.30
αARCH	0.0617	6.78***
βGARCH	0.9860	81.55***
νDF	5.2087	1.80*

Parameter	Value	t-statistic
ω const Unconditional variance weight	5.2582	1.30
α ARCH Response to squared shocks	0.0617	6.78***
β GARCH Volatility persistence	0.9860	81.55***
ν DF Student-t tail thickness	5.2087	1.80*

V-Lab

Kajima Corp GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kajima Corp Analyses