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V-Lab

Obayashi Corp EGARCH Volatility Analysis

Volatility prediction for Thursday, August 13th, 2026

1 Day

29.70%

decreased by 2.17%

1 Week

30.33%

decreased by 1.54%

1 Month

32.34%

increased by 0.47%

Analysis last updated: Thursday, August 13, 2026 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Obayashi Corp EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 3, 1990 to Aug 10, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 43% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0793
20.99***
α

ARCH

Response to squared shocks

0.2320
41.13***
β

GARCH

Volatility persistence

0.9542
471.45***
γ

leverage

Additional response to negative shocks

-0.0409
-8.14***

Persistence:

0.954

Half-life:

15 days