V-Lab
Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:30.35% (-1.40%)
Analysis last updated: Tuesday, November 12, 2024 at 09:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1879 | 24.90 | |
| 0.0575 | 21.56 | |
| 0.8646 | 290.04 | |
| 0.0933 | 12.69 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024