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

V-Lab

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V-Lab

Obayashi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:24.29% (+0.16%)

Analysis last updated: Wednesday, March 5, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2848	6.45
$α$	0.0753	32.05
$β$	0.9839	363.07
$ν$	6	7.48

Estimation Period:
Jan 3, 1990 to Feb 28, 2025