Obayashi Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
37.69%
decreased by 0.32%
1 Week
37.65%
decreased by 0.36%
1 Month
37.50%
decreased by 0.51%
Analysis last updated: Tuesday, May 12, 2026 at 07:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2616 | 6.60 | |
| 0.0763 | 32.09 | |
| 0.9832 | 353.40 | |
| 5.7189 | 7.63 |
Estimation Period:
Jan 3, 1990 to May 8, 2026
Jan 3, 1990 to May 8, 2026
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