V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:21.83% (+0.90%)
Analysis last updated: Wednesday, July 16, 2025 at 02:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Obayashi Corp S0GARCH
paramt-stat
ω1.10197.23
α0.14539.26
β0.757736.25
γ1-0.0176-0.48
γ20.09461.83
γ3-0.1800-5.82
γ40.17335.63
γ5-0.1091-3.31
γ60.05241.58
γ7-0.0203-0.56
γ80.02900.72
γ9-0.0345-1.02
Estimation Period:
Jan 3, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts