Obayashi Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
28.51%
decreased by 1.65%
1 Week
28.81%
decreased by 1.35%
1 Month
29.87%
decreased by 0.29%
Analysis last updated: Tuesday, April 28, 2026 at 07:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2348 | 6.76 | |
| 0.0776 | 32.10 | |
| 0.9826 | 349.30 | |
| 5.7391 | 7.63 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2026
Jan 3, 1990 to Apr 24, 2026
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