Obayashi Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
40.91%
increased by 1.50%
1 Week
40.72%
increased by 1.31%
1 Month
40.09%
increased by 0.68%
Analysis last updated: Tuesday, March 31, 2026 at 08:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2029 | 25.62 | |
| 0.0828 | 21.25 | |
| 0.8451 | 256.25 | |
| 0.0732 | 8.72 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2026
Jan 3, 1990 to Mar 27, 2026
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