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

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Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:35.54% (-0.04%)

Analysis last updated: Friday, October 17, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1058	7.08
$α$	0.1248	9.05
$β$	0.7551	29.35
$γ_{1}$	-0.0218	-0.51
$γ_{2}$	0.1222	1.90
$γ_{3}$	-0.2015	-4.39
$γ_{4}$	0.1239	2.88
$γ_{5}$	0.0181	0.44
$γ_{6}$	-0.1109	-2.35
$γ_{7}$	0.1112	2.42
$γ_{8}$	-0.0497	-1.30
$γ_{9}$	0.0218	0.60
$γ_{10}$	-0.0202	-0.71

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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