Kajima Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
42.11%
decreased by 0.66%
1 Week
41.91%
decreased by 0.86%
1 Month
41.27%
decreased by 1.50%
Analysis last updated: Saturday, April 11, 2026 at 10:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1916 | 25.38 | |
| 0.0574 | 22.06 | |
| 0.8639 | 291.97 | |
| 0.0933 | 12.92 |
Estimation Period:
Jan 3, 1990 to Apr 10, 2026
Jan 3, 1990 to Apr 10, 2026
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