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

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:43.21% (-4.08%)

Analysis last updated: Wednesday, April 16, 2025 at 02:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9912	6.45
$α$	0.1423	9.12
$β$	0.7577	35.73
$γ_{1}$	-0.0542	-1.15
$γ_{2}$	0.1475	2.21
$γ_{3}$	-0.1635	-3.71
$γ_{4}$	0.0479	1.16
$γ_{5}$	0.0968	2.55
$γ_{6}$	-0.1584	-4.10
$γ_{7}$	0.1418	3.42
$γ_{8}$	-0.0899	-2.04
$γ_{9}$	0.0708	1.34
$γ_{10}$	-0.0593	-1.26

Estimation Period:
Jan 3, 1990 to Apr 11, 2025

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