V-Lab: Obayashi Corp GAS-GARCH Student T Volatility Analysis

V-Lab

Obayashi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:18.03% (+0.93%)

Analysis last updated: Wednesday, July 16, 2025 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2609	6.40
$α$	0.0753	32.49
$β$	0.9841	362.85
$ν$	5.7344	7.63

Estimation Period:
Jan 3, 1990 to Jul 11, 2025