V-Lab
Kajima Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:25.88% (-1.36%)
Analysis last updated: Thursday, November 21, 2024 at 01:29 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0782 | 21.89 | |
| 0.7113 | 71.80 | |
| 0.1161 | 17.62 | |
| 0.0242 | 2.99 | |
| 0.0213 | 4.87 | |
| 0.9740 | 171.91 |
Estimation Period:
Jan 3, 1990 to Nov 15, 2024
Jan 3, 1990 to Nov 15, 2024