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

V-Lab

Obayashi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:34.42% (-0.56%)

Analysis last updated: Friday, April 18, 2025 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.3096	6.49
$α$	0.0759	31.92
$β$	0.9836	357.14
$ν$	5.7651	7.49

Estimation Period:
Jan 3, 1990 to Apr 11, 2025