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

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V-Lab

Kajima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:24.90% (-0.78%)

Analysis last updated: Wednesday, March 5, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0737	6.94
$α$	0.1253	8.88
$β$	0.7506	28.06
$γ_{1}$	-0.0346	-0.77
$γ_{2}$	0.1432	2.14
$γ_{3}$	-0.2083	-4.40
$γ_{4}$	0.1086	2.54
$γ_{5}$	0.0515	1.30
$γ_{6}$	-0.1454	-3.32
$γ_{7}$	0.1312	2.97
$γ_{8}$	-0.0555	-1.29
$γ_{9}$	0.0211	0.51
$γ_{10}$	-0.0165	-0.53

Estimation Period:
Jan 3, 1990 to Feb 28, 2025

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