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

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:43.51% (-4.85%)

Analysis last updated: Wednesday, April 16, 2025 at 02:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0723	6.91
$α$	0.1252	8.98
$β$	0.7528	28.60
$γ_{1}$	-0.0336	-0.76
$γ_{2}$	0.1407	2.11
$γ_{3}$	-0.2065	-4.36
$γ_{4}$	0.1107	2.56
$γ_{5}$	0.0458	1.13
$γ_{6}$	-0.1394	-3.12
$γ_{7}$	0.1282	2.89
$γ_{8}$	-0.0562	-1.34
$γ_{9}$	0.0258	0.64
$γ_{10}$	-0.0230	-0.74

Estimation Period:
Jan 3, 1990 to Apr 11, 2025

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