V-Lab: Obayashi Corp AGARCH Volatility Analysis

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V-Lab

Obayashi Corp AGARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:32.65% (-1.78%)

Analysis last updated: Tuesday, November 12, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1941	22.96
$α$	0.1187	41.30
$β$	0.8422	260.42
$γ$	0.4224	11.11

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

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Volatility Forecasts