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

V-Lab

Obayashi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:22.56% (-0.25%)

Analysis last updated: Wednesday, June 25, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2504	6.50
$α$	0.0750	32.15
$β$	0.9837	360.07
$ν$	5.7443	7.53

Estimation Period:
Jan 3, 1990 to Jun 20, 2025