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

V-Lab

Obayashi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:23.45% (-0.99%)

Analysis last updated: Sunday, June 1, 2025 at 01:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2603	6.49
$α$	0.0751	32.10
$β$	0.9837	358.21
$ν$	5.7338	7.54

Estimation Period:
Jan 3, 1990 to May 30, 2025