V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:27.21% (+2.05%)
Analysis last updated: Thursday, June 19, 2025 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Obayashi Corp S0GARCH
paramt-stat
ω0.99986.53
α0.14459.17
β0.753034.91
γ1-0.0493-1.07
γ20.13902.13
γ3-0.1599-3.71
γ40.05261.29
γ50.08572.28
γ6-0.1463-3.85
γ70.13223.27
γ8-0.0826-1.98
γ90.06441.29
γ10-0.0551-1.23
Estimation Period:
Jan 3, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts