V-Lab: Obayashi Corp EGARCH Volatility Analysis

V-Lab

Obayashi Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:24.20% (+0.64%)

Analysis last updated: Sunday, June 22, 2025 at 01:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0784	19.87
$α$	0.2310	40.34
$β$	0.9547	459.44
$γ$	-0.0437	-8.57

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts