V-Lab: Obayashi Corp MF2-GARCH Volatility Analysis

V-Lab

Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:24.67% (-1.98%)

Analysis last updated: Sunday, August 31, 2025 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1253	27.13
$β$	0.6392	60.06
$γ$	0.0776	10.79
$λ_{1}$	0.0374	3.35
$λ_{2}$	0.0296	5.26
$λ_{3}$	0.9627	130.64

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts