YM Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.56% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2985 | 3.25 | |
| 0.0998 | 8.07 | |
| 0.8817 | 63.41 | |
| 0.0971 | 0.62 | |
| -0.2504 | -1.08 | |
| 0.2295 | 1.46 | |
| -0.1395 | -0.95 | |
| 0.2669 | 2.09 | |
| -0.4784 | -3.41 | |
| 0.4538 | 2.58 | |
| -0.2576 | -1.65 | |
| 0.1146 | 1.13 |
Estimation Period:
Feb 8, 2001 to Feb 6, 2026
Feb 8, 2001 to Feb 6, 2026
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