V-Lab
Obayashi Corp GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:62.27% (-4.35%)
Analysis last updated: Sunday, May 19, 2024 at 02:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1680 | 26.91 | |
| 0.1065 | 41.25 | |
| 0.8639 | 302.92 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024