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

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Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:28.49% (-1.37%)

Analysis last updated: Sunday, November 30, 2025 at 04:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0453	6.68
$α$	0.1229	9.16
$β$	0.7631	30.94
$γ_{1}$	-0.0324	-0.74
$γ_{2}$	0.1340	2.05
$γ_{3}$	-0.2035	-4.38
$γ_{4}$	0.1274	2.90
$γ_{5}$	0.0120	0.28
$γ_{6}$	-0.1049	-2.14
$γ_{7}$	0.1083	2.28
$γ_{8}$	-0.0508	-1.31
$γ_{9}$	0.0272	0.74
$γ_{10}$	-0.0268	-0.92

Estimation Period:
Jan 3, 1990 to Nov 28, 2025

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