Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:29.25% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1893 | 25.15 | |
| 0.0555 | 21.71 | |
| 0.8651 | 292.96 | |
| 0.0950 | 13.18 |
Estimation Period:
Jan 3, 1990 to Jan 16, 2026
Jan 3, 1990 to Jan 16, 2026
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