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

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V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:25.03% (+0.06%)

Analysis last updated: Wednesday, March 5, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0350	6.73
$α$	0.1444	9.09
$β$	0.7535	34.96
$γ_{1}$	-0.0441	-0.95
$γ_{2}$	0.1335	2.02
$γ_{3}$	-0.1552	-3.48
$γ_{4}$	0.0385	0.92
$γ_{5}$	0.1062	2.79
$γ_{6}$	-0.1659	-4.28
$γ_{7}$	0.1460	3.48
$γ_{8}$	-0.0915	-2.02
$γ_{9}$	0.0706	1.29
$γ_{10}$	-0.0578	-1.19

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

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