Obayashi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.07% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2034 | 25.60 | |
| 0.0828 | 21.20 | |
| 0.8448 | 255.37 | |
| 0.0738 | 8.76 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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