Obayashi Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
50.61%
increased by 2.89%
1 Week
50.21%
increased by 2.49%
1 Month
48.71%
increased by 0.99%
Analysis last updated: Friday, April 3, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2687 | 6.65 | |
| 0.0771 | 32.16 | |
| 0.9830 | 352.71 | |
| 5.7343 | 7.63 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2026
Jan 3, 1990 to Mar 27, 2026
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