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

V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:26.04% (-0.32%)

Analysis last updated: Wednesday, June 25, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0966	7.07
$α$	0.1258	8.98
$β$	0.7499	28.25
$γ_{1}$	-0.0266	-0.61
$γ_{2}$	0.1307	2.01
$γ_{3}$	-0.2041	-4.40
$γ_{4}$	0.1157	2.71
$γ_{5}$	0.0353	0.87
$γ_{6}$	-0.1290	-2.85
$γ_{7}$	0.1225	2.77
$γ_{8}$	-0.0543	-1.37
$γ_{9}$	0.0243	0.63
$γ_{10}$	-0.0214	-0.72

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

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