Yamaha Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:30.39% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5072 | 19.24 | |
| 0.0807 | 14.70 | |
| 0.7978 | 132.75 | |
| 0.0633 | 6.05 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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