V-Lab: Obayashi Corp GJR-GARCH Volatility Analysis

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V-Lab

Obayashi Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:32.64% (+0.45%)

Analysis last updated: Tuesday, November 12, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2033	24.36
$α$	0.0800	20.32
$β$	0.8463	251.95
$γ$	0.0773	9.04

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

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Volatility Forecasts