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V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.73% (-4.91%)
Analysis last updated: Friday, February 13, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kajima Corp S0GARCH
paramt-stat
ω1.09726.98
α0.12679.24
β0.754629.87
γ1-0.0198-0.47
γ20.11591.83
γ3-0.1956-4.35
γ40.12512.93
γ50.00970.23
γ6-0.1003-2.08
γ70.10572.23
γ8-0.0521-1.38
γ90.03150.90
γ10-0.0314-1.14
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts