V-Lab: Kajima Corp GJR-GARCH Volatility Analysis

V-Lab

Kajima Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:22.77% (-0.35%)

Analysis last updated: Sunday, June 1, 2025 at 01:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1907	24.97
$α$	0.0567	21.60
$β$	0.8635	289.57
$γ$	0.0954	13.05

Estimation Period:
Jan 3, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts