V-Lab: Kajima Corp MF2-GARCH Volatility Analysis

V-Lab

Kajima Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:23.67% (-0.55%)

Analysis last updated: Sunday, August 31, 2025 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0774	22.08
$β$	0.7125	73.64
$γ$	0.1184	18.20
$λ_{1}$	0.0231	3.02
$λ_{2}$	0.0201	4.87
$λ_{3}$	0.9754	181.80

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts