V-Lab: Obayashi Corp GJR-GARCH Volatility Analysis

V-Lab

Obayashi Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:23.13% (-0.06%)

Analysis last updated: Wednesday, June 25, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1999	24.70
$α$	0.0797	20.41
$β$	0.8470	255.65
$γ$	0.0768	9.07

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

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