V-Lab
V-Lab
Obayashi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:25.16% (-0.85%)

Analysis last updated: Thursday, November 21, 2024 at 01:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Obayashi Corp GJR-GARCH
paramt-stat
ω0.202524.31
α0.079520.31
β0.8467252.76
γ0.07779.11
Estimation Period:
Jan 3, 1990 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts