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	param	t-stat
$ω$	1.1264	7.07
$α$	0.1270	9.40
$β$	0.7590	31.07
$γ_{1}$	-0.0121	-0.29
$γ_{2}$	0.1061	1.67
$γ_{3}$	-0.1948	-4.29
$γ_{4}$	0.1310	3.01
$γ_{5}$	-0.0007	-0.02
$γ_{6}$	-0.0900	-1.80
$γ_{7}$	0.0992	2.02
$γ_{8}$	-0.0504	-1.30
$γ_{9}$	0.0339	0.96
$γ_{10}$	-0.0353	-1.27

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Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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