V-Lab: Obayashi Corp MF2-GARCH Volatility Analysis

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Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:30.25% (-1.99%)

Analysis last updated: Sunday, November 30, 2025 at 04:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1254	27.26
$β$	0.6332	57.85
$γ$	0.0766	10.53
$λ_{1}$	0.0417	3.27
$λ_{2}$	0.0313	5.05
$λ_{3}$	0.9602	117.54

Estimation Period:
Jan 3, 1990 to Nov 28, 2025

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