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

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Kajima Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:34.33% (-1.26%)

Analysis last updated: Sunday, November 30, 2025 at 04:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2001	5.18
$α$	0.0621	26.79
$β$	0.9857	317.03
$ν$	5.1835	7.18

Estimation Period:
Jan 3, 1990 to Nov 28, 2025