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

V-Lab

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V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:24.69% (+2.07%)

Analysis last updated: Tuesday, January 7, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1071	7.11
$α$	0.1449	9.22
$β$	0.7557	35.66
$γ_{1}$	-0.0360	-0.78
$γ_{2}$	0.1270	1.93
$γ_{3}$	-0.1564	-3.45
$γ_{4}$	0.0346	0.82
$γ_{5}$	0.1149	2.98
$γ_{6}$	-0.1762	-4.46
$γ_{7}$	0.1542	3.57
$γ_{8}$	-0.0971	-2.04
$γ_{9}$	0.0778	1.35
$γ_{10}$	-0.0654	-1.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts