Obayashi Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:42.59% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2184 | 29.80 | |
| 0.1266 | 41.75 | |
| 0.8345 | 248.44 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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