V-Lab: Kajima Corp MF2-GARCH Volatility Analysis

V-Lab

Kajima Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:25.66% (+1.93%)

Analysis last updated: Thursday, July 17, 2025 at 04:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0765	21.85
$β$	0.7131	73.58
$γ$	0.1189	18.23
$λ_{1}$	0.0234	3.02
$λ_{2}$	0.0202	4.85
$λ_{3}$	0.9752	179.66

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts