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

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:23.92% (-0.91%)

Analysis last updated: Friday, September 26, 2025 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1104	7.31
$α$	0.1456	9.26
$β$	0.7562	36.10
$γ_{1}$	-0.0145	-0.41
$γ_{2}$	0.0891	1.75
$γ_{3}$	-0.1767	-5.83
$γ_{4}$	0.1741	5.80
$γ_{5}$	-0.1137	-3.52
$γ_{6}$	0.0573	1.78
$γ_{7}$	-0.0219	-0.63
$γ_{8}$	0.0264	0.69
$γ_{9}$	-0.0315	-0.98

Estimation Period:
Jan 3, 1990 to Sep 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts