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

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V-Lab

Obayashi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:20.22% (+1.91%)

Analysis last updated: Tuesday, January 7, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.3006	6.45
$α$	0.0755	32.03
$β$	0.9838	360.24
$ν$	6	7.49

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