V-Lab
Obayashi Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:29.03% (-1.23%)
Analysis last updated: Sunday, April 21, 2024 at 02:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1415 | 19.93 | |
| 0.0981 | 42.55 | |
| 0.8724 | 337.47 | |
| 0.4196 | 9.83 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024