V-Lab: Kajima Corp Spline-GARCH Volatility Analysis

V-Lab

Kajima Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:27.46% (-1.00%)

Analysis last updated: Sunday, June 15, 2025 at 01:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0184	6.77
$α$	0.1252	8.96
$β$	0.7491	27.77
$γ_{1}$	-0.0582	-1.35
$γ_{2}$	0.1794	2.77
$γ_{3}$	-0.2322	-5.04
$γ_{4}$	0.1309	3.10
$γ_{5}$	0.0327	0.82
$γ_{6}$	-0.1349	-3.03
$γ_{7}$	0.1297	2.96
$γ_{8}$	-0.0554	-1.36
$γ_{9}$	0.0115	0.26
$γ_{10}$	0.0227	0.32

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts