Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.93% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1935 | 25.39 | |
| 0.0574 | 22.03 | |
| 0.8630 | 289.31 | |
| 0.0944 | 12.96 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities