Obayashi Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
51.11%
decreased by 3.87%
1 Week
50.33%
decreased by 4.65%
1 Month
47.79%
decreased by 7.19%
Analysis last updated: Saturday, May 16, 2026 at 11:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1996 | 25.49 | |
| 0.0818 | 21.18 | |
| 0.8473 | 258.63 | |
| 0.0722 | 8.65 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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