Kajima Corp MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
50.85%
decreased by 2.68%
1 Week
49.56%
decreased by 3.97%
1 Month
47.79%
decreased by 5.74%
Analysis last updated: Saturday, May 23, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0776 | 22.04 | |
| 0.7114 | 72.48 | |
| 0.1149 | 17.66 | |
| 0.0265 | 3.01 | |
| 0.0222 | 4.78 | |
| 0.9728 | 162.41 |
Estimation Period:
Jan 3, 1990 to May 22, 2026
Jan 3, 1990 to May 22, 2026
Other MF2-GARCH Analyses on International Equities