Kajima Corp MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
45.67%
increased by 7.00%
1 Week
44.44%
increased by 5.77%
1 Month
42.58%
increased by 3.91%
Analysis last updated: Thursday, April 2, 2026 at 07:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0788 | 22.41 | |
| 0.7120 | 73.95 | |
| 0.1153 | 17.74 | |
| 0.0248 | 3.05 | |
| 0.0206 | 4.83 | |
| 0.9747 | 175.30 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2026
Jan 3, 1990 to Mar 27, 2026
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