Obayashi Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:22.30% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 20.58 | |
| 0.2319 | 41.06 | |
| 0.9546 | 469.53 | |
| -0.0429 | -8.51 |
Estimation Period:
Jan 3, 1990 to Jan 16, 2026
Jan 3, 1990 to Jan 16, 2026
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