V-Lab: Kajima Corp Spline-GARCH Volatility Analysis

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Kajima Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:28.73% (+1.44%)

Analysis last updated: Sunday, December 7, 2025 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0735	7.03
$α$	0.1238	9.04
$β$	0.7550	29.18
$γ_{1}$	-0.0384	-0.92
$γ_{2}$	0.1499	2.38
$γ_{3}$	-0.2221	-4.93
$γ_{4}$	0.1403	3.31
$γ_{5}$	0.0080	0.19
$γ_{6}$	-0.1079	-2.29
$γ_{7}$	0.1131	2.46
$γ_{8}$	-0.0504	-1.29
$γ_{9}$	0.0129	0.29
$γ_{10}$	0.0200	0.26

Estimation Period:
Jan 3, 1990 to Dec 5, 2025

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