V-Lab: Obayashi Corp MF2-GARCH Volatility Analysis

V-Lab

Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:20.58% (+0.74%)

Analysis last updated: Wednesday, July 16, 2025 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1241	26.78
$β$	0.6381	59.45
$γ$	0.0802	11.07
$λ_{1}$	0.0377	3.32
$λ_{2}$	0.0301	5.21
$λ_{3}$	0.9621	127.81

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts