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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1990 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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