V-Lab: Obayashi Corp Spline-GARCH Volatility Analysis

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V-Lab

Obayashi Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.32% (-0.70%)

Analysis last updated: Sunday, April 21, 2024 at 02:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1066	6.93
$α$	0.1243	9.65
$β$	0.7898	43.62
$γ_{1}$	-0.0365	-0.73
$γ_{2}$	0.1288	1.80
$γ_{3}$	-0.1474	-2.95
$γ_{4}$	0.0004	0.01
$γ_{5}$	0.1651	3.96
$γ_{6}$	-0.2192	-5.01
$γ_{7}$	0.1719	3.54
$γ_{8}$	-0.0797	-1.45
$γ_{9}$	-0.0027	-0.04
$γ_{10}$	0.1702	1.03

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

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