Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:28.28% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1895 | 25.07 | |
| 0.0557 | 21.57 | |
| 0.8640 | 291.22 | |
| 0.0969 | 13.33 |
Estimation Period:
Jan 3, 1990 to Oct 31, 2025
Jan 3, 1990 to Oct 31, 2025
News Impact Curve
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