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

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:26.32% (-1.63%)

Analysis last updated: Friday, September 26, 2025 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1088	7.11
$α$	0.1266	9.03
$β$	0.7503	28.58
$γ_{1}$	-0.0217	-0.51
$γ_{2}$	0.1224	1.91
$γ_{3}$	-0.2015	-4.41
$γ_{4}$	0.1227	2.87
$γ_{5}$	0.0202	0.49
$γ_{6}$	-0.1127	-2.41
$γ_{7}$	0.1116	2.46
$γ_{8}$	-0.0483	-1.26
$γ_{9}$	0.0179	0.49
$γ_{10}$	-0.0155	-0.55

Estimation Period:
Jan 3, 1990 to Sep 22, 2025

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