Obayashi Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
42.15%
decreased by 0.17%
1 Week
41.89%
decreased by 0.43%
1 Month
41.05%
decreased by 1.27%
Analysis last updated: Tuesday, June 23, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1947 | 25.19 | |
| 0.0799 | 20.91 | |
| 0.8504 | 261.03 | |
| 0.0714 | 8.67 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
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