Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1965	25.03
$α$	0.0797	20.76
$β$	0.8483	260.37
$γ$	0.0749	8.98

V-Lab

Obayashi Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 5th, 2026:21.29% (-0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses