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

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:27.00% (-1.69%)

Analysis last updated: Sunday, August 31, 2025 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1078	7.28
$α$	0.1453	9.28
$β$	0.7570	36.26
$γ_{1}$	-0.0155	-0.43
$γ_{2}$	0.0909	1.78
$γ_{3}$	-0.1779	-5.83
$γ_{4}$	0.1739	5.74
$γ_{5}$	-0.1123	-3.45
$γ_{6}$	0.0559	1.72
$γ_{7}$	-0.0217	-0.62
$γ_{8}$	0.0280	0.72
$γ_{9}$	-0.0333	-1.02

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

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Volatility Forecasts

Volatility Forecasts