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

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:24.21% (-0.57%)

Analysis last updated: Sunday, August 31, 2025 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0902	7.00
$α$	0.1254	9.01
$β$	0.7535	29.01
$γ_{1}$	-0.0267	-0.62
$γ_{2}$	0.1295	2.00
$γ_{3}$	-0.2041	-4.42
$γ_{4}$	0.1218	2.83
$γ_{5}$	0.0240	0.58
$γ_{6}$	-0.1172	-2.51
$γ_{7}$	0.1146	2.53
$γ_{8}$	-0.0496	-1.28
$γ_{9}$	0.0188	0.51
$γ_{10}$	-0.0161	-0.56

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

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