V-Lab: Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:26.06% (-1.22%)

Analysis last updated: Thursday, November 21, 2024 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0719	6.98
$α$	0.1263	8.82
$β$	0.7464	27.23
$γ_{1}$	-0.0381	-0.84
$γ_{2}$	0.1495	2.21
$γ_{3}$	-0.2095	-4.39
$γ_{4}$	0.1004	2.36
$γ_{5}$	0.0661	1.70
$γ_{6}$	-0.1587	-3.73
$γ_{7}$	0.1374	3.06
$γ_{8}$	-0.0567	-1.22
$γ_{9}$	0.0221	0.50
$γ_{10}$	-0.0178	-0.55

Estimation Period:
Jan 3, 1990 to Nov 15, 2024

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