V-Lab: Obayashi Corp GJR-GARCH Volatility Analysis

V-Lab

Obayashi Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:22.41% (-0.27%)

Analysis last updated: Sunday, June 29, 2025 at 06:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1991	24.68
$α$	0.0797	20.42
$β$	0.8471	256.08
$γ$	0.0767	9.07

Estimation Period:
Jan 3, 1990 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts