Skip to main content
V-Lab

Obayashi Corp APARCH Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

29.99%

decreased by 0.21%

1 Week

30.64%

increased by 0.44%

1 Month

32.67%

increased by 2.47%

Analysis last updated: Thursday, July 16, 2026 at 07:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Obayashi Corp APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 3, 1990 to Jul 10, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 68% more than equivalent positive returns. The volatility power δ = 1.43 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1289
17.68***
α

ARCH

Response to squared shocks

0.1234
40.73***
β

GARCH

Volatility persistence

0.8587
233.53***
γ

leverage

Additional response to negative shocks

0.1799
12.68***
δ

power

Transformation power

1.4319
33.19***

Persistence:

0.964

Half-life:

19 days