Obayashi Corp MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
28.72%
decreased by 0.81%
1 Week
31.45%
increased by 1.92%
1 Month
34.05%
increased by 4.52%
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 | |
|---|---|---|
| 21 | ||
| 0.1285 | 28.02 | |
| 0.6376 | 60.47 | |
| 0.0725 | 10.08 | |
| 0.0389 | 3.38 | |
| 0.0293 | 5.27 | |
| 0.9628 | 131.22 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2026
Jan 3, 1990 to Apr 24, 2026
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