Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:36.17% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1902 | 25.12 | |
| 0.0560 | 21.62 | |
| 0.8636 | 290.58 | |
| 0.0970 | 13.31 |
Estimation Period:
Jan 3, 1990 to Oct 10, 2025
Jan 3, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities