Yamaha Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:30.02% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4891 | 19.65 | |
| 0.1125 | 31.43 | |
| 0.8009 | 134.12 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities