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

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V-Lab

Kajima Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:24.62% (-0.41%)

Analysis last updated: Wednesday, March 5, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2012	5.15
$α$	0.0614	27.21
$β$	0.9863	329.19
$ν$	5	7.15

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