Obayashi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:27.68% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1966 | 25.06 | |
| 0.0804 | 20.62 | |
| 0.8474 | 258.92 | |
| 0.0753 | 8.95 |
Estimation Period:
Jan 3, 1990 to Oct 24, 2025
Jan 3, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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