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

V-Lab

Obayashi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:24.52% (+0.68%)

Analysis last updated: Sunday, May 11, 2025 at 05:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2665	6.50
$α$	0.0753	32.13
$β$	0.9837	359.13
$ν$	5.7491	7.53

Estimation Period:
Jan 3, 1990 to May 9, 2025