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

V-Lab

Obayashi Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:29.00% (-1.65%)

Analysis last updated: Sunday, August 31, 2025 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2515	6.56
$α$	0.0761	32.23
$β$	0.9835	359.20
$ν$	5.7564	7.58

Estimation Period:
Jan 3, 1990 to Aug 29, 2025