Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
44.53%
increased by 3.06%
1 Week
42.77%
increased by 1.30%
1 Month
38.58%
decreased by 2.89%
Analysis last updated: Friday, April 3, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1133 | 7.33 | |
| 0.1464 | 9.52 | |
| 0.7560 | 36.71 | |
| -0.0111 | -0.32 | |
| 0.0812 | 1.63 | |
| -0.1702 | -5.80 | |
| 0.1745 | 6.06 | |
| -0.1218 | -3.91 | |
| 0.0679 | 2.20 | |
| -0.0292 | -0.91 | |
| 0.0314 | 0.91 | |
| -0.0363 | -1.28 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2026
Jan 3, 1990 to Mar 27, 2026
Other Obayashi Corp Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities