V-Lab: Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

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 ·

Parameter Estimates

	param	t-stat
$ω$	0.9998	6.53
$α$	0.1445	9.17
$β$	0.7530	34.91
$γ_{1}$	-0.0493	-1.07
$γ_{2}$	0.1390	2.13
$γ_{3}$	-0.1599	-3.71
$γ_{4}$	0.0526	1.29
$γ_{5}$	0.0857	2.28
$γ_{6}$	-0.1463	-3.85
$γ_{7}$	0.1322	3.27
$γ_{8}$	-0.0826	-1.98
$γ_{9}$	0.0644	1.29
$γ_{10}$	-0.0551	-1.23

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

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