V-Lab: Obayashi Corp Spline-GARCH Volatility Analysis

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V-Lab

Obayashi Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:66.65% (-6.16%)

Analysis last updated: Sunday, May 19, 2024 at 02:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1077	6.94
$α$	0.1263	9.65
$β$	0.7869	42.81
$γ_{1}$	-0.0362	-0.73
$γ_{2}$	0.1290	1.81
$γ_{3}$	-0.1497	-3.03
$γ_{4}$	0.0052	0.11
$γ_{5}$	0.1598	3.87
$γ_{6}$	-0.2155	-4.99
$γ_{7}$	0.1702	3.56
$γ_{8}$	-0.0779	-1.46
$γ_{9}$	-0.0075	-0.12
$γ_{10}$	0.1926	1.39

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

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