V-Lab: Obayashi Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Obayashi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:38.48% (-2.38%)

Analysis last updated: Sunday, May 19, 2024 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.3680	6.24
$α$	0.0741	30.34
$β$	0.9847	372.58
$ν$	6	6.90

Estimation Period:
Jan 3, 1990 to May 17, 2024