Obayashi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:39.24% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2034 | 25.62 | |
| 0.0828 | 21.23 | |
| 0.8448 | 255.53 | |
| 0.0736 | 8.74 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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