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

V-Lab

Kajima Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:37.74% (-1.56%)

Analysis last updated: Wednesday, April 16, 2025 at 02:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2521	5.15
$α$	0.0620	26.97
$β$	0.9859	322.10
$ν$	5.2168	7.16

Estimation Period:
Jan 3, 1990 to Apr 11, 2025