V-Lab: Obayashi Corp Spline-GARCH Volatility Analysis

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V-Lab

Obayashi Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:36.97% (-0.63%)

Analysis last updated: Sunday, April 28, 2024 at 02:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1067	6.94
$α$	0.1245	9.65
$β$	0.7893	43.52
$γ_{1}$	-0.0365	-0.74
$γ_{2}$	0.1288	1.80
$γ_{3}$	-0.1476	-2.96
$γ_{4}$	0.0009	0.02
$γ_{5}$	0.1646	3.95
$γ_{6}$	-0.2189	-5.02
$γ_{7}$	0.1722	3.56
$γ_{8}$	-0.0807	-1.48
$γ_{9}$	-0.0006	-0.01
$γ_{10}$	0.1643	1.04

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts