Obayashi Corp MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
40.61%
increased by 0.24%
1 Week
41.01%
increased by 0.64%
1 Month
42.26%
increased by 1.89%
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 | |
|---|---|---|
| 21 | ||
| 0.1288 | 27.94 | |
| 0.6302 | 57.62 | |
| 0.0707 | 9.79 | |
| 0.0418 | 3.27 | |
| 0.0318 | 5.11 | |
| 0.9598 | 117.59 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
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