V-Lab: Kajima Corp MF2-GARCH Volatility Analysis

V-Lab

Kajima Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:28.47% (+1.77%)

Analysis last updated: Sunday, May 11, 2025 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0769	21.76
$β$	0.7109	72.01
$γ$	0.1183	18.04
$λ_{1}$	0.0246	3.00
$λ_{2}$	0.0209	4.77
$λ_{3}$	0.9744	171.36

Estimation Period:
Jan 3, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts