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 Friday, November 7th, 2025:28.34% (+0.53%)

Analysis last updated: Friday, November 7, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0985	7.04
$α$	0.1250	9.06
$β$	0.7544	29.24
$γ_{1}$	-0.0226	-0.53
$γ_{2}$	0.1228	1.92
$γ_{3}$	-0.2014	-4.40
$γ_{4}$	0.1250	2.91
$γ_{5}$	0.0158	0.38
$γ_{6}$	-0.1083	-2.28
$γ_{7}$	0.1094	2.38
$γ_{8}$	-0.0489	-1.28
$γ_{9}$	0.0216	0.60
$γ_{10}$	-0.0201	-0.71

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

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