V-Lab
V-Lab
Obayashi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 8th, 2025:47.23% (+20.52%)
Analysis last updated: Tuesday, April 8, 2025 at 11:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Obayashi Corp GJR-GARCH
paramt-stat
ω0.193924.49
α0.079320.41
β0.8493259.42
γ0.07548.97
Estimation Period:
Jan 3, 1990 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts