V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:22.31% (-0.47%)
Analysis last updated: Wednesday, July 16, 2025 at 02:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kajima Corp S0GARCH
paramt-stat
ω1.10017.09
α0.12558.97
β0.751328.49
γ1-0.0261-0.61
γ20.12972.00
γ3-0.2040-4.42
γ40.11812.76
γ50.03080.76
γ6-0.1242-2.72
γ70.11922.68
γ8-0.0519-1.33
γ90.02080.55
γ10-0.0179-0.61
Estimation Period:
Jan 3, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts