V-Lab: Obayashi Corp MF2-GARCH Volatility Analysis

V-Lab

Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:23.18% (+0.06%)

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
$m$	21
$α$	0.1237	26.65
$β$	0.6374	59.01
$γ$	0.0804	11.08
$λ_{1}$	0.0383	3.31
$λ_{2}$	0.0299	5.16
$λ_{3}$	0.9623	127.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts