Obayashi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:25.33% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1961 | 25.03 | |
| 0.0802 | 20.59 | |
| 0.8476 | 259.21 | |
| 0.0755 | 8.98 |
Estimation Period:
Jan 3, 1990 to Oct 31, 2025
Jan 3, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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