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

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:27.28% (+3.00%)

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
$ω$	1.0821	6.99
$α$	0.1259	8.97
$β$	0.7500	28.23
$γ_{1}$	-0.0309	-0.70
$γ_{2}$	0.1369	2.08
$γ_{3}$	-0.2060	-4.40
$γ_{4}$	0.1133	2.65
$γ_{5}$	0.0411	1.02
$γ_{6}$	-0.1351	-3.02
$γ_{7}$	0.1260	2.86
$γ_{8}$	-0.0558	-1.37
$γ_{9}$	0.0256	0.64
$γ_{10}$	-0.0226	-0.73

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

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