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V-Lab

Obayashi Corp GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

27.02%

decreased by 1.26%

1 Week

27.91%

decreased by 0.37%

1 Month

30.53%

increased by 2.25%

Analysis last updated: Saturday, August 15, 2026 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Obayashi Corp GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 3, 1990 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2091
29.37***
α

ARCH

Response to squared shocks

0.1216
41.09***
β

GARCH

Volatility persistence

0.8410
253.92***

Persistence:

0.963

Half-life:

18 days