V-Lab
Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:27.90% (-1.03%)
Analysis last updated: Thursday, November 21, 2024 at 01:29 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1869 | 24.86 | |
| 0.0572 | 21.52 | |
| 0.8651 | 291.20 | |
| 0.0931 | 12.70 |
Estimation Period:
Jan 3, 1990 to Nov 15, 2024
Jan 3, 1990 to Nov 15, 2024