Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 20th, 2026
1 Day
41.36%
decreased by 4.47%
1 Week
40.27%
decreased by 5.56%
1 Month
37.77%
decreased by 8.06%
Analysis last updated: Wednesday, May 20, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1263 | 7.45 | |
| 0.1442 | 9.48 | |
| 0.7578 | 36.74 | |
| -0.0067 | -0.19 | |
| 0.0743 | 1.51 | |
| -0.1666 | -5.76 | |
| 0.1739 | 6.15 | |
| -0.1240 | -4.05 | |
| 0.0717 | 2.36 | |
| -0.0333 | -1.07 | |
| 0.0365 | 1.09 | |
| -0.0417 | -1.51 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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