Obara Group Inc MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
41.50%
increased by 3.53%
1 Week
37.87%
decreased by 0.10%
1 Month
33.79%
decreased by 4.18%
Analysis last updated: Thursday, May 21, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1427 | 16.65 | |
| 0.5688 | 31.43 | |
| 0.0734 | 6.00 | |
| 0.0011 | 0.29 | |
| 0.0033 | 1.53 | |
| 0.9965 | 381.07 |
Estimation Period:
Jun 23, 1998 to May 15, 2026
Jun 23, 1998 to May 15, 2026
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