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

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Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:26.62% (+1.56%)

Analysis last updated: Sunday, December 7, 2025 at 02:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0548	6.78
$α$	0.1239	9.10
$β$	0.7570	29.76
$γ_{1}$	-0.0288	-0.67
$γ_{2}$	0.1284	2.00
$γ_{3}$	-0.2003	-4.38
$γ_{4}$	0.1255	2.91
$γ_{5}$	0.0126	0.30
$γ_{6}$	-0.1050	-2.19
$γ_{7}$	0.1089	2.33
$γ_{8}$	-0.0517	-1.35
$γ_{9}$	0.0275	0.76
$γ_{10}$	-0.0265	-0.92

Estimation Period:
Jan 3, 1990 to Dec 5, 2025

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