V-Lab
V-Lab
Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:29.34% (-1.25%)
Analysis last updated: Sunday, August 10, 2025 at 12:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kajima Corp GJR-GARCH
paramt-stat
ω0.191425.09
α0.057021.75
β0.8629288.68
γ0.095913.10
Estimation Period:
Jan 3, 1990 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts