Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.2027	25.61
$α$	0.0828	21.24
$β$	0.8451	256.49
$γ$	0.0734	8.73

V-Lab

Obayashi Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:47.63% (-3.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Obayashi Corp Analyses