Kajima Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
46.38%
decreased by 2.59%
1 Week
46.14%
decreased by 2.83%
1 Month
45.26%
decreased by 3.71%
Analysis last updated: Tuesday, June 23, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3084 | 5.09 | |
| 0.0617 | 27.28 | |
| 0.9863 | 327.44 | |
| 5.1805 | 7.32 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
Other Kajima Corp Analyses
Other GAS-GARCH Student T Analyses on International Equities