V-Lab: Kajima Corp MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Kajima Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:33.06% (-0.98%)

Analysis last updated: Friday, October 17, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0758	21.95
$β$	0.7167	75.22
$γ$	0.1193	18.52
$λ_{1}$	0.0229	3.07
$λ_{2}$	0.0196	4.89
$λ_{3}$	0.9759	186.41

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts