V-Lab: Obayashi Corp GJR-GARCH Volatility Analysis

V-Lab

Obayashi Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 30th, 2025:28.79% (+0.42%)

Analysis last updated: Tuesday, April 29, 2025 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1988	24.56
$α$	0.0791	20.34
$β$	0.8474	256.09
$γ$	0.0781	9.22

Estimation Period:
Jan 3, 1990 to Apr 28, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts