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

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V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:26.97% (+0.49%)

Analysis last updated: Thursday, April 18, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0651	6.68
$α$	0.1225	9.64
$β$	0.7932	43.86
$γ_{1}$	-0.0438	-0.87
$γ_{2}$	0.1357	1.87
$γ_{3}$	-0.1473	-2.93
$γ_{4}$	0.0044	0.09
$γ_{5}$	0.1563	3.71
$γ_{6}$	-0.2109	-4.78
$γ_{7}$	0.1743	3.57
$γ_{8}$	-0.1096	-2.00
$γ_{9}$	0.0875	1.37
$γ_{10}$	-0.0688	-1.24

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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