Kajima Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
55.51%
decreased by 1.84%
1 Week
54.68%
decreased by 2.67%
1 Month
51.82%
decreased by 5.53%
Analysis last updated: Saturday, May 23, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1843 | 24.90 | |
| 0.0560 | 21.89 | |
| 0.8679 | 296.21 | |
| 0.0911 | 12.86 |
Estimation Period:
Jan 3, 1990 to May 22, 2026
Jan 3, 1990 to May 22, 2026
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