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

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Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:31.49% (-2.63%)

Analysis last updated: Sunday, November 30, 2025 at 04:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0731	7.06
$α$	0.1444	9.39
$β$	0.7592	37.00
$γ_{1}$	-0.0187	-0.52
$γ_{2}$	0.0924	1.81
$γ_{3}$	-0.1756	-5.83
$γ_{4}$	0.1755	5.90
$γ_{5}$	-0.1184	-3.70
$γ_{6}$	0.0633	1.99
$γ_{7}$	-0.0271	-0.80
$γ_{8}$	0.0319	0.86
$γ_{9}$	-0.0369	-1.18

Estimation Period:
Jan 3, 1990 to Nov 28, 2025

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Volatility Forecasts

Volatility Forecasts