Kajima Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
55.12%
increased by 2.25%
1 Week
54.68%
increased by 1.81%
1 Month
53.04%
increased by 0.17%
Analysis last updated: Friday, April 3, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2579 | 5.20 | |
| 0.0628 | 27.02 | |
| 0.9856 | 317.63 | |
| 5.1946 | 7.23 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2026
Jan 3, 1990 to Mar 27, 2026
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