V-Lab: Obayashi Corp Asy. MEM Volatility Analysis

V-Lab

Obayashi Corp Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:23.89% (+2.38%)

Analysis last updated: Thursday, June 19, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0888	30.47
$α$	0.2003	42.24
$β$	0.7794	284.14
$γ$	0.0210	2.72

Estimation Period:
Nov 30, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts