V-Lab: Kajima Corp Spline-GARCH Volatility Analysis

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V-Lab

Kajima Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.03% (-1.58%)

Analysis last updated: Sunday, April 28, 2024 at 01:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9765	6.53
$α$	0.1092	8.92
$β$	0.7829	31.91
$γ_{1}$	-0.0819	-1.70
$γ_{2}$	0.2176	3.02
$γ_{3}$	-0.2419	-4.81
$γ_{4}$	0.0997	2.28
$γ_{5}$	0.0925	2.33
$γ_{6}$	-0.1882	-4.24
$γ_{7}$	0.1497	2.83
$γ_{8}$	-0.0495	-0.84
$γ_{9}$	-0.0043	-0.08
$γ_{10}$	0.0498	0.68

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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