V-Lab
Kajima Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:25.09% (-0.62%)
Analysis last updated: Wednesday, March 5, 2025 at 11:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1840 | 24.59 | |
| 0.0559 | 21.44 | |
| 0.8667 | 293.70 | |
| 0.0932 | 12.85 |
Estimation Period:
Jan 3, 1990 to Feb 28, 2025
Jan 3, 1990 to Feb 28, 2025