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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1774	6.13***
αARCH	0.0542	5.40***
βGARCH	0.8719	75.39***
γleverage	0.0886	3.21***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1774	6.13***
α ARCH Response to squared shocks	0.0542	5.40***
β GARCH Volatility persistence	0.8719	75.39***
γ leverage Additional response to negative shocks	0.0886	3.21***

V-Lab

Kajima Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Kajima Corp Analyses