V-Lab: Obayashi Corp MF2-GARCH Volatility Analysis

V-Lab

Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:22.08% (-1.25%)

Analysis last updated: Friday, September 26, 2025 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1255	27.17
$β$	0.6391	60.17
$γ$	0.0771	10.74
$λ_{1}$	0.0368	3.34
$λ_{2}$	0.0295	5.28
$λ_{3}$	0.9630	132.08

Estimation Period:
Jan 3, 1990 to Sep 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts