V-Lab: Kajima Corp MF2-GARCH Volatility Analysis

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Kajima Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:27.57% (+0.23%)

Analysis last updated: Friday, November 7, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0755	21.93
$β$	0.7171	75.34
$γ$	0.1192	18.53
$λ_{1}$	0.0229	3.06
$λ_{2}$	0.0196	4.88
$λ_{3}$	0.9759	186.46

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

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