Obayashi Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.96% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2399 | 6.59 | |
| 0.0766 | 32.02 | |
| 0.9830 | 349.82 | |
| 5.7051 | 7.60 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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