V-Lab: Obayashi Corp GJR-GARCH Volatility Analysis

V-Lab

Obayashi Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:22.00% (+0.02%)

Analysis last updated: Wednesday, September 17, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1975	25.01
$α$	0.0810	20.67
$β$	0.8466	257.73
$γ$	0.0757	8.96

Estimation Period:
Jan 3, 1990 to Sep 12, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts