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

Skip to main content

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:51.58% (-3.62%)

Analysis last updated: Friday, November 7, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1137	7.35
$α$	0.1453	9.26
$β$	0.7559	36.03
$γ_{1}$	-0.0130	-0.37
$γ_{2}$	0.0863	1.71
$γ_{3}$	-0.1750	-5.84
$γ_{4}$	0.1742	5.88
$γ_{5}$	-0.1157	-3.63
$γ_{6}$	0.0597	1.88
$γ_{7}$	-0.0229	-0.67
$γ_{8}$	0.0260	0.70
$γ_{9}$	-0.0308	-0.98

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts