V-Lab: Kajima Corp MF2-GARCH Volatility Analysis

V-Lab

Kajima Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:24.86% (-0.20%)

Analysis last updated: Sunday, June 1, 2025 at 01:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0770	21.91
$β$	0.7127	73.23
$γ$	0.1180	18.10
$λ_{1}$	0.0236	3.02
$λ_{2}$	0.0202	4.82
$λ_{3}$	0.9752	178.87

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts