Kajima Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:26.62% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0548 | 6.78 | |
| 0.1239 | 9.10 | |
| 0.7570 | 29.76 | |
| -0.0288 | -0.67 | |
| 0.1284 | 2.00 | |
| -0.2003 | -4.38 | |
| 0.1255 | 2.91 | |
| 0.0126 | 0.30 | |
| -0.1050 | -2.19 | |
| 0.1089 | 2.33 | |
| -0.0517 | -1.35 | |
| 0.0275 | 0.76 | |
| -0.0265 | -0.92 |
Estimation Period:
Jan 3, 1990 to Dec 5, 2025
Jan 3, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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