V-Lab: Obayashi Corp MF2-GARCH Volatility Analysis

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Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:48.26% (-3.87%)

Analysis last updated: Friday, November 7, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1248	27.12
$β$	0.6395	60.16
$γ$	0.0776	10.82
$λ_{1}$	0.0369	3.34
$λ_{2}$	0.0294	5.26
$λ_{3}$	0.9630	131.77

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts