Kajima Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
46.43%
decreased by 2.32%
1 Week
46.00%
decreased by 2.75%
1 Month
44.56%
decreased by 4.19%
Analysis last updated: Tuesday, April 7, 2026 at 07:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1917 | 25.38 | |
| 0.0575 | 22.09 | |
| 0.8638 | 291.84 | |
| 0.0933 | 12.92 |
Estimation Period:
Jan 3, 1990 to Apr 3, 2026
Jan 3, 1990 to Apr 3, 2026
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