Kajima Corp GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
51.19%
decreased by 1.92%
1 Week
50.55%
decreased by 2.56%
1 Month
48.38%
decreased by 4.73%
Analysis last updated: Friday, May 8, 2026 at 07:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1847 | 24.91 | |
| 0.0560 | 21.83 | |
| 0.8678 | 295.56 | |
| 0.0913 | 12.86 |
Estimation Period:
Jan 3, 1990 to May 1, 2026
Jan 3, 1990 to May 1, 2026
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