V-Lab: Obayashi Corp Spline-GARCH Volatility Analysis

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V-Lab

Obayashi Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:44.51% (+0.09%)

Analysis last updated: Tuesday, November 12, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0093	6.76
$α$	0.1415	9.50
$β$	0.7549	35.28
$γ_{1}$	-0.0635	-1.38
$γ_{2}$	0.1659	2.52
$γ_{3}$	-0.1714	-3.82
$γ_{4}$	0.0338	0.81
$γ_{5}$	0.1285	3.38
$γ_{6}$	-0.1938	-4.95
$γ_{7}$	0.1647	3.85
$γ_{8}$	-0.0885	-1.90
$γ_{9}$	0.0285	0.56
$γ_{10}$	0.0924	1.33

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

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