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

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Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:26.76% (+1.30%)

Analysis last updated: Friday, October 17, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1121	7.32
$α$	0.1454	9.27
$β$	0.7563	36.13
$γ_{1}$	-0.0139	-0.39
$γ_{2}$	0.0880	1.74
$γ_{3}$	-0.1761	-5.83
$γ_{4}$	0.1741	5.83
$γ_{5}$	-0.1143	-3.56
$γ_{6}$	0.0581	1.81
$γ_{7}$	-0.0222	-0.64
$γ_{8}$	0.0263	0.70
$γ_{9}$	-0.0312	-0.99

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts