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

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 ·

Parameter Estimates

	param	t-stat
$ω$	1.1001	7.09
$α$	0.1255	8.97
$β$	0.7513	28.49
$γ_{1}$	-0.0261	-0.61
$γ_{2}$	0.1297	2.00
$γ_{3}$	-0.2040	-4.42
$γ_{4}$	0.1181	2.76
$γ_{5}$	0.0308	0.76
$γ_{6}$	-0.1242	-2.72
$γ_{7}$	0.1192	2.68
$γ_{8}$	-0.0519	-1.33
$γ_{9}$	0.0208	0.55
$γ_{10}$	-0.0179	-0.61

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

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