Yamato Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.72% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1223 | 24.98 | |
| 0.0541 | 16.73 | |
| 0.8885 | 290.16 | |
| 0.0441 | 7.19 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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