Kajima Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
44.94%
decreased by 2.65%
1 Week
44.63%
decreased by 2.96%
1 Month
43.59%
decreased by 4.00%
Analysis last updated: Tuesday, June 23, 2026 at 07:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1765 | 24.37 | |
| 0.0540 | 21.56 | |
| 0.8720 | 301.53 | |
| 0.0898 | 12.96 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
Other GJR-GARCH Analyses on International Equities