V-Lab: Obayashi Corp Spline-GARCH Volatility Analysis

V-Lab

Obayashi Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:27.93% (+1.27%)

Analysis last updated: Thursday, June 12, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0112	6.71
$α$	0.1462	9.26
$β$	0.7504	34.69
$γ_{1}$	-0.0627	-1.40
$γ_{2}$	0.1657	2.60
$γ_{3}$	-0.1822	-4.29
$γ_{4}$	0.0633	1.58
$γ_{5}$	0.0887	2.38
$γ_{6}$	-0.1592	-4.22
$γ_{7}$	0.1476	3.63
$γ_{8}$	-0.0940	-2.11
$γ_{9}$	0.0689	1.15
$γ_{10}$	-0.0460	-0.57

Estimation Period:
Jan 3, 1990 to Jun 6, 2025

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Volatility Forecasts