Obayashi Corp EGARCH Volatility Analysis
Volatility prediction for Wednesday, May 20th, 2026
1 Day
45.00%
decreased by 4.93%
1 Week
44.31%
decreased by 5.62%
1 Month
42.36%
decreased by 7.57%
Analysis last updated: Wednesday, May 20, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0802 | 21.08 | |
| 0.2345 | 41.42 | |
| 0.9537 | 468.20 | |
| -0.0412 | -8.19 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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