Obayashi Corp MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
33.81%
increased by 2.56%
1 Week
35.10%
increased by 3.85%
1 Month
36.68%
increased by 5.43%
Analysis last updated: Saturday, April 18, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1283 | 27.95 | |
| 0.6365 | 59.98 | |
| 0.0729 | 10.11 | |
| 0.0395 | 3.37 | |
| 0.0297 | 5.24 | |
| 0.9622 | 128.54 |
Estimation Period:
Jan 3, 1990 to Apr 17, 2026
Jan 3, 1990 to Apr 17, 2026
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