V-Lab: Obayashi Corp MF2-GARCH Volatility Analysis

V-Lab

Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:23.57% (-0.37%)

Analysis last updated: Sunday, June 1, 2025 at 01:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1240	26.67
$β$	0.6361	58.57
$γ$	0.0806	11.08
$λ_{1}$	0.0390	3.30
$λ_{2}$	0.0302	5.14
$λ_{3}$	0.9619	125.10

Estimation Period:
Jan 3, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts