Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:28.68% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1883 | 25.13 | |
| 0.0552 | 21.66 | |
| 0.8656 | 293.82 | |
| 0.0948 | 13.18 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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