V-Lab: Obayashi Corp GJR-GARCH Volatility Analysis

V-Lab

Obayashi Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:26.04% (-1.12%)

Analysis last updated: Friday, May 30, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1999	24.66
$α$	0.0792	20.32
$β$	0.8474	255.95
$γ$	0.0770	9.11

Estimation Period:
Jan 3, 1990 to May 23, 2025

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Volatility Forecasts