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

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:25.87% (+0.62%)

Analysis last updated: Sunday, May 11, 2025 at 05:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0356	6.61
$α$	0.1475	9.37
$β$	0.7546	36.05
$γ_{1}$	-0.0461	-0.99
$γ_{2}$	0.1368	2.06
$γ_{3}$	-0.1602	-3.62
$γ_{4}$	0.0486	1.17
$γ_{5}$	0.0937	2.45
$γ_{6}$	-0.1554	-4.01
$γ_{7}$	0.1397	3.37
$γ_{8}$	-0.0879	-2.01
$γ_{9}$	0.0687	1.31
$γ_{10}$	-0.0578	-1.24

Estimation Period:
Jan 3, 1990 to May 9, 2025

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