Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.1971	25.12
$α$	0.0795	20.75
$β$	0.8481	260.22
$γ$	0.0754	9.04

V-Lab

Obayashi Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 27th, 2026:25.28% (+2.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses