V-Lab: Obayashi Corp MF2-GARCH Volatility Analysis

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V-Lab

Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 6th, 2025:21.42% (-0.29%)

Analysis last updated: Saturday, January 4, 2025 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1230	26.61
$β$	0.6444	60.08
$γ$	0.0791	10.94
$λ_{1}$	0.0371	3.34
$λ_{2}$	0.0290	5.18
$λ_{3}$	0.9635	132.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts