Kajima Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:28.61% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0762 | 22.08 | |
| 0.7148 | 74.31 | |
| 0.1177 | 18.12 | |
| 0.0238 | 3.02 | |
| 0.0199 | 4.81 | |
| 0.9754 | 179.94 |
Estimation Period:
Jan 3, 1990 to Jan 9, 2026
Jan 3, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities