Kajima Corp MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
32.89%
decreased by 1.11%
1 Week
34.88%
increased by 0.88%
1 Month
37.77%
increased by 3.77%
Analysis last updated: Tuesday, April 28, 2026 at 07:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0779 | 22.34 | |
| 0.7144 | 74.55 | |
| 0.1151 | 17.80 | |
| 0.0246 | 3.06 | |
| 0.0204 | 4.84 | |
| 0.9748 | 176.92 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2026
Jan 3, 1990 to Apr 24, 2026
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