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Obayashi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:25.25% (-0.51%)
Analysis last updated: Sunday, December 14, 2025 at 02:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Obayashi Corp GJR-GARCH
paramt-stat
ω0.197225.04
α0.079520.73
β0.8485260.27
γ0.07468.95
Estimation Period:
Jan 3, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts