V-Lab: Kajima Corp Spline-GARCH Volatility Analysis

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V-Lab

Kajima Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:34.67% (-2.82%)

Analysis last updated: Tuesday, November 12, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9953	6.67
$α$	0.1246	8.82
$β$	0.7479	26.95
$γ_{1}$	-0.0705	-1.56
$γ_{2}$	0.1996	2.95
$γ_{3}$	-0.2380	-5.00
$γ_{4}$	0.1147	2.72
$γ_{5}$	0.0655	1.70
$γ_{6}$	-0.1660	-3.95
$γ_{7}$	0.1440	3.19
$γ_{8}$	-0.0544	-1.13
$γ_{9}$	0.0014	0.03
$γ_{10}$	0.0490	0.72

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

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