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

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:24.25% (-0.19%)

Analysis last updated: Wednesday, June 25, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1010	7.25
$α$	0.1449	9.29
$β$	0.7574	36.16
$γ_{1}$	-0.0177	-0.49
$γ_{2}$	0.0950	1.84
$γ_{3}$	-0.1804	-5.83
$γ_{4}$	0.1731	5.62
$γ_{5}$	-0.1085	-3.29
$γ_{6}$	0.0522	1.58
$γ_{7}$	-0.0217	-0.60
$γ_{8}$	0.0328	0.81
$γ_{9}$	-0.0389	-1.13

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

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Volatility Forecasts