V-Lab
Obayashi Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:28.27% (-1.31%)
Analysis last updated: Sunday, April 28, 2024 at 01:59 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1417 | 19.98 | |
| 0.0982 | 42.63 | |
| 0.8722 | 337.94 | |
| 0.4187 | 9.81 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024