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

V-Lab

Kajima Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:29.00% (-1.15%)

Analysis last updated: Sunday, August 10, 2025 at 12:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1985	5.22
$α$	0.0627	26.88
$β$	0.9855	316.59
$ν$	5.1907	7.22

Estimation Period:
Jan 3, 1990 to Aug 8, 2025