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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1935	6.30***
αARCH	0.0794	5.21***
βGARCH	0.8513	65.55***
γleverage	0.0700	2.14**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1935	6.30***
α ARCH Response to squared shocks	0.0794	5.21***
β GARCH Volatility persistence	0.8513	65.55***
γ leverage Additional response to negative shocks	0.0700	2.14**

V-Lab

Obayashi Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Obayashi Corp Analyses