V-Lab
V-Lab
Obayashi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:21.98% (-0.56%)
Analysis last updated: Sunday, September 14, 2025 at 01:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Obayashi Corp GJR-GARCH
paramt-stat
ω0.197525.01
α0.081020.67
β0.8466257.73
γ0.07578.96
Estimation Period:
Jan 3, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts