Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:28.42% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1896 | 25.15 | |
| 0.0557 | 21.73 | |
| 0.8648 | 292.55 | |
| 0.0953 | 13.18 |
Estimation Period:
Jan 3, 1990 to Dec 19, 2025
Jan 3, 1990 to Dec 19, 2025
News Impact Curve
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