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 Tuesday, November 12th, 2024:38.47% (+0.08%)

Analysis last updated: Tuesday, November 12, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0898	7.10
$α$	0.1469	9.20
$β$	0.7472	34.00
$γ_{1}$	-0.0306	-0.66
$γ_{2}$	0.1144	1.73
$γ_{3}$	-0.1405	-3.09
$γ_{4}$	0.0164	0.39
$γ_{5}$	0.1332	3.50
$γ_{6}$	-0.1919	-4.88
$γ_{7}$	0.1668	3.85
$γ_{8}$	-0.1085	-2.25
$γ_{9}$	0.0889	1.53
$γ_{10}$	-0.0729	-1.43

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

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