Kajima Corp MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
43.44%
decreased by 3.03%
1 Week
44.72%
decreased by 1.75%
1 Month
47.42%
increased by 0.95%
Analysis last updated: Tuesday, June 23, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0764 | 21.78 | |
| 0.7108 | 71.29 | |
| 0.1153 | 17.66 | |
| 0.0275 | 2.96 | |
| 0.0234 | 4.74 | |
| 0.9715 | 153.82 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
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