V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:25.54% (-1.07%)
Analysis last updated: Sunday, June 15, 2025 at 01:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kajima Corp S0GARCH
paramt-stat
ω1.08517.01
α0.12518.97
β0.752028.55
γ1-0.0294-0.68
γ20.13452.06
γ3-0.2057-4.43
γ40.11672.73
γ50.03460.85
γ6-0.1286-2.83
γ70.12232.76
γ8-0.0544-1.37
γ90.02420.63
γ10-0.0212-0.70
Estimation Period:
Jan 3, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts