V-Lab: Kajima Corp MF2-GARCH Volatility Analysis

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Kajima Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:29.52% (-0.92%)

Analysis last updated: Sunday, November 30, 2025 at 04:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0763	21.97
$β$	0.7128	73.03
$γ$	0.1181	18.08
$λ_{1}$	0.0251	3.01
$λ_{2}$	0.0208	4.77
$λ_{3}$	0.9744	171.24

Estimation Period:
Jan 3, 1990 to Nov 28, 2025

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