V-Lab: Kajima Corp MF2-GARCH Volatility Analysis

V-Lab

Kajima Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:28.60% (-2.41%)

Analysis last updated: Sunday, August 10, 2025 at 12:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0775	22.10
$β$	0.7131	73.87
$γ$	0.1181	18.15
$λ_{1}$	0.0230	3.03
$λ_{2}$	0.0199	4.86
$λ_{3}$	0.9756	183.00

Estimation Period:
Jan 3, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts