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

V-Lab

Obayashi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:25.98% (+1.34%)

Analysis last updated: Thursday, June 12, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2581	6.50
$α$	0.0751	32.10
$β$	0.9837	358.87
$ν$	5.7386	7.53

Estimation Period:
Jan 3, 1990 to Jun 6, 2025