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

V-Lab

Kajima Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:30.42% (+1.84%)

Analysis last updated: Sunday, May 11, 2025 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2218	5.17
$α$	0.0617	27.06
$β$	0.9860	322.73
$ν$	5.2160	7.15

Estimation Period:
Jan 3, 1990 to May 9, 2025