Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:26.38% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1889 | 25.12 | |
| 0.0554 | 21.69 | |
| 0.8652 | 293.08 | |
| 0.0952 | 13.20 |
Estimation Period:
Jan 3, 1990 to Jan 9, 2026
Jan 3, 1990 to Jan 9, 2026
News Impact Curve
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