Obayashi Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
40.73%
increased by 0.47%
1 Week
40.60%
increased by 0.34%
1 Month
40.13%
decreased by 0.13%
Analysis last updated: Tuesday, June 23, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2902 | 6.52 | |
| 0.0758 | 32.19 | |
| 0.9835 | 356.73 | |
| 5.7179 | 7.63 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
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