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

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:22.05% (-0.19%)

Analysis last updated: Sunday, June 1, 2025 at 01:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0691	6.89
$α$	0.1256	9.02
$β$	0.7531	28.86
$γ_{1}$	-0.0338	-0.77
$γ_{2}$	0.1405	2.13
$γ_{3}$	-0.2085	-4.45
$γ_{4}$	0.1184	2.74
$γ_{5}$	0.0348	0.85
$γ_{6}$	-0.1303	-2.86
$γ_{7}$	0.1243	2.79
$γ_{8}$	-0.0561	-1.39
$γ_{9}$	0.0252	0.64
$γ_{10}$	-0.0212	-0.69

Estimation Period:
Jan 3, 1990 to May 30, 2025

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