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 Monday, April 22nd, 2024:25.24% (-0.93%)

Analysis last updated: Sunday, April 21, 2024 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0138	6.49
$α$	0.1239	9.62
$β$	0.7879	42.56
$γ_{1}$	-0.0531	-1.06
$γ_{2}$	0.1446	2.01
$γ_{3}$	-0.1447	-2.92
$γ_{4}$	0.0007	0.01
$γ_{5}$	0.1582	3.84
$γ_{6}$	-0.2111	-4.89
$γ_{7}$	0.1737	3.63
$γ_{8}$	-0.1083	-2.02
$γ_{9}$	0.0853	1.36
$γ_{10}$	-0.0671	-1.21

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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