Obayashi Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.44% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1295 | 28.09 | |
| 0.6349 | 59.76 | |
| 0.0720 | 9.96 | |
| 0.0386 | 3.34 | |
| 0.0292 | 5.24 | |
| 0.9629 | 130.65 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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