V-Lab
Obayashi Corp MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
52.64%
increased by 20.43%
1 Week
52.56%
increased by 20.35%
1 Month
52.25%
increased by 20.04%
Analysis last updated: Saturday, August 8, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 30, 1990 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 68 trading days, meaning a shock loses half its impact after approximately 68 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0936 | 14.85*** |
α ARCH Response to squared shocks | 0.2167 | 59.69*** |
β GARCH Volatility persistence | 0.7732 | 274.08*** |
Persistence:
0.990
Half-life:
68 days
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