Obayashi Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.54% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2132 | 29.58 | |
| 0.1249 | 41.63 | |
| 0.8369 | 251.93 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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