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V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:42.01% (-1.65%)
Analysis last updated: Friday, March 13, 2026 at 08:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kajima Corp S0GARCH
paramt-stat
ω1.12557.14
α0.12399.20
β0.761330.89
γ1-0.0141-0.34
γ20.10891.73
γ3-0.1952-4.32
γ40.12943.00
γ50.00180.04
γ6-0.0925-1.88
γ70.10032.08
γ8-0.0489-1.28
γ90.03000.86
γ10-0.0316-1.14
Estimation Period:
Jan 3, 1990 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts