Obayashi Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
48.42%
decreased by 2.54%
1 Week
47.79%
decreased by 3.17%
1 Month
45.73%
decreased by 5.23%
Analysis last updated: Saturday, May 23, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1994 | 25.49 | |
| 0.0817 | 21.17 | |
| 0.8475 | 258.94 | |
| 0.0720 | 8.64 |
Estimation Period:
Jan 3, 1990 to May 22, 2026
Jan 3, 1990 to May 22, 2026
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