Obayashi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:36.68% (+5.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1973 | 25.14 | |
| 0.0802 | 20.79 | |
| 0.8484 | 260.57 | |
| 0.0736 | 8.82 |
Estimation Period:
Jan 3, 1990 to Nov 21, 2025
Jan 3, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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