Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:31.30% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1884 | 25.10 | |
| 0.0556 | 21.73 | |
| 0.8654 | 293.37 | |
| 0.0947 | 13.14 |
Estimation Period:
Jan 3, 1990 to Nov 28, 2025
Jan 3, 1990 to Nov 28, 2025
News Impact Curve
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