V-Lab: Obayashi Corp MF2-GARCH Volatility Analysis

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Obayashi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:24.25% (+1.38%)

Analysis last updated: Friday, October 17, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1249	27.10
$β$	0.6397	60.25
$γ$	0.0777	10.82
$λ_{1}$	0.0368	3.35
$λ_{2}$	0.0294	5.27
$λ_{3}$	0.9630	132.10

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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Volatility Forecasts