V-Lab: Kajima Corp MF2-GARCH Volatility Analysis

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Kajima Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:42.93% (-5.06%)

Analysis last updated: Sunday, November 16, 2025 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0765	22.02
$β$	0.7134	73.14
$γ$	0.1178	18.05
$λ_{1}$	0.0255	3.03
$λ_{2}$	0.0210	4.78
$λ_{3}$	0.9740	169.75

Estimation Period:
Jan 3, 1990 to Nov 14, 2025

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