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

V-Lab

Kajima Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:21.67% (-0.61%)

Analysis last updated: Sunday, June 1, 2025 at 01:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2037	5.21
$α$	0.0626	27.00
$β$	0.9856	318.67
$ν$	5.2019	7.21

Estimation Period:
Jan 3, 1990 to May 30, 2025