Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:48.04% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1937 | 25.45 | |
| 0.0580 | 22.14 | |
| 0.8629 | 289.84 | |
| 0.0935 | 12.87 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
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