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

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:24.34% (-0.67%)

Analysis last updated: Sunday, June 1, 2025 at 01:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0532	6.76
$α$	0.1463	9.33
$β$	0.7544	35.72
$γ_{1}$	-0.0416	-0.91
$γ_{2}$	0.1309	2.00
$γ_{3}$	-0.1590	-3.63
$γ_{4}$	0.0513	1.24
$γ_{5}$	0.0877	2.30
$γ_{6}$	-0.1485	-3.86
$γ_{7}$	0.1339	3.27
$γ_{8}$	-0.0841	-1.97
$γ_{9}$	0.0672	1.31
$γ_{10}$	-0.0582	-1.27

Estimation Period:
Jan 3, 1990 to May 30, 2025

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