Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
40.49%
decreased by 1.23%
1 Week
39.67%
decreased by 2.05%
1 Month
37.77%
decreased by 3.95%
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 | |
|---|---|---|
| 1.1103 | 7.32 | |
| 0.1417 | 9.48 | |
| 0.7627 | 37.47 | |
| -0.0083 | -0.24 | |
| 0.0758 | 1.53 | |
| -0.1661 | -5.74 | |
| 0.1742 | 6.17 | |
| -0.1256 | -4.11 | |
| 0.0739 | 2.45 | |
| -0.0354 | -1.15 | |
| 0.0392 | 1.19 | |
| -0.0448 | -1.64 |
Estimation Period:
Jan 3, 1990 to Jun 19, 2026
Jan 3, 1990 to Jun 19, 2026
Other Obayashi Corp Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities