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	param	t-stat
$ω$	1.0409	6.57
$α$	0.1220	9.34
$β$	0.7719	33.11
$γ_{1}$	-0.0294	-0.68
$γ_{2}$	0.1266	1.95
$γ_{3}$	-0.1984	-4.31
$γ_{4}$	0.1311	2.96
$γ_{5}$	-0.0003	-0.01
$γ_{6}$	-0.0899	-1.75
$γ_{7}$	0.0984	1.95
$γ_{8}$	-0.0485	-1.22
$γ_{9}$	0.0318	0.89
$γ_{10}$	-0.0346	-1.23

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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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