Kajima Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
55.52%
decreased by 1.18%
1 Week
55.09%
decreased by 1.61%
1 Month
53.49%
decreased by 3.21%
Analysis last updated: Saturday, May 23, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3090 | 5.12 | |
| 0.0620 | 27.31 | |
| 0.9862 | 327.31 | |
| 5.1889 | 7.31 |
Estimation Period:
Jan 3, 1990 to May 22, 2026
Jan 3, 1990 to May 22, 2026
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