Obayashi Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
46.36%
decreased by 1.76%
1 Week
46.07%
decreased by 2.05%
1 Month
45.02%
decreased by 3.10%
Analysis last updated: Saturday, May 23, 2026 at 10:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2951 | 6.56 | |
| 0.0763 | 32.23 | |
| 0.9834 | 356.16 | |
| 5.7286 | 7.64 |
Estimation Period:
Jan 3, 1990 to May 22, 2026
Jan 3, 1990 to May 22, 2026
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