Obayashi Corp GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
40.43%
decreased by 1.62%
1 Week
40.23%
decreased by 1.82%
1 Month
39.59%
decreased by 2.46%
Analysis last updated: Tuesday, May 12, 2026 at 07:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2134 | 29.61 | |
| 0.1239 | 41.38 | |
| 0.8381 | 251.67 |
Estimation Period:
Jan 3, 1990 to May 8, 2026
Jan 3, 1990 to May 8, 2026
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