V-Lab
V-Lab
Obayashi Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:25.61% (+1.80%)
Analysis last updated: Thursday, June 19, 2025 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Obayashi Corp GARCH
paramt-stat
ω0.218729.29
α0.125941.27
β0.8352246.94
Estimation Period:
Jan 3, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts