V-Lab: Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.18% (-1.39%)

Analysis last updated: Sunday, May 5, 2024 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0461	6.57
$α$	0.1217	9.60
$β$	0.7940	43.94
$γ_{1}$	-0.0449	-0.88
$γ_{2}$	0.1346	1.85
$γ_{3}$	-0.1429	-2.85
$γ_{4}$	0.0009	0.02
$γ_{5}$	0.1580	3.78
$γ_{6}$	-0.2119	-4.85
$γ_{7}$	0.1751	3.62
$γ_{8}$	-0.1095	-2.01
$γ_{9}$	0.0861	1.35
$γ_{10}$	-0.0676	-1.20

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

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