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

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 ·

Parameter Estimates

	param	t-stat
$ω$	1.1019	7.23
$α$	0.1453	9.26
$β$	0.7577	36.25
$γ_{1}$	-0.0176	-0.48
$γ_{2}$	0.0946	1.83
$γ_{3}$	-0.1800	-5.82
$γ_{4}$	0.1733	5.63
$γ_{5}$	-0.1091	-3.31
$γ_{6}$	0.0524	1.58
$γ_{7}$	-0.0203	-0.56
$γ_{8}$	0.0290	0.72
$γ_{9}$	-0.0345	-1.02

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts