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

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:25.54% (-1.07%)

Analysis last updated: Sunday, June 15, 2025 at 01:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0851	7.01
$α$	0.1251	8.97
$β$	0.7520	28.55
$γ_{1}$	-0.0294	-0.68
$γ_{2}$	0.1345	2.06
$γ_{3}$	-0.2057	-4.43
$γ_{4}$	0.1167	2.73
$γ_{5}$	0.0346	0.85
$γ_{6}$	-0.1286	-2.83
$γ_{7}$	0.1223	2.76
$γ_{8}$	-0.0544	-1.37
$γ_{9}$	0.0242	0.63
$γ_{10}$	-0.0212	-0.70

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

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