Kajima Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.73% (-4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0972 | 6.98 | |
| 0.1267 | 9.24 | |
| 0.7546 | 29.87 | |
| -0.0198 | -0.47 | |
| 0.1159 | 1.83 | |
| -0.1956 | -4.35 | |
| 0.1251 | 2.93 | |
| 0.0097 | 0.23 | |
| -0.1003 | -2.08 | |
| 0.1057 | 2.23 | |
| -0.0521 | -1.38 | |
| 0.0315 | 0.90 | |
| -0.0314 | -1.14 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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