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

V-Lab

Kajima Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:25.97% (+0.13%)

Analysis last updated: Wednesday, June 25, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1995	5.18
$α$	0.0618	26.89
$β$	0.9858	320.17
$ν$	5.1994	7.17

Estimation Period:
Jan 3, 1990 to Jun 20, 2025