V-Lab: Obayashi Corp MF2-GARCH Volatility Analysis

V-Lab

Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:24.68% (+0.41%)

Analysis last updated: Sunday, May 11, 2025 at 05:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1225	26.49
$β$	0.6410	59.97
$γ$	0.0824	11.36
$λ_{1}$	0.0378	3.34
$λ_{2}$	0.0296	5.21
$λ_{3}$	0.9627	129.82

Estimation Period:
Jan 3, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts