V-Lab
V-Lab
Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:24.49% (-0.58%)
Analysis last updated: Sunday, August 31, 2025 at 12:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kajima Corp GJR-GARCH
paramt-stat
ω0.189725.03
α0.056521.68
β0.8635289.97
γ0.096113.17
Estimation Period:
Jan 3, 1990 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts