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 Wednesday, November 20th, 2024:26.70% (-0.88%)

Analysis last updated: Thursday, November 21, 2024 at 01:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0903	7.11
$α$	0.1467	9.20
$β$	0.7473	33.99
$γ_{1}$	-0.0307	-0.67
$γ_{2}$	0.1147	1.74
$γ_{3}$	-0.1415	-3.13
$γ_{4}$	0.0185	0.44
$γ_{5}$	0.1306	3.44
$γ_{6}$	-0.1896	-4.85
$γ_{7}$	0.1652	3.84
$γ_{8}$	-0.1074	-2.24
$γ_{9}$	0.0878	1.51
$γ_{10}$	-0.0723	-1.41

Estimation Period:
Jan 3, 1990 to Nov 15, 2024

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Volatility Forecasts

Volatility Forecasts