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V-Lab

YM Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.56% (-0.60%)
Analysis last updated: Friday, February 13, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of YM Co Ltd S0GARCH
paramt-stat
ω1.29853.25
α0.09988.07
β0.881763.41
γ10.09710.62
γ2-0.2504-1.08
γ30.22951.46
γ4-0.1395-0.95
γ50.26692.09
γ6-0.4784-3.41
γ70.45382.58
γ8-0.2576-1.65
γ90.11461.13
Estimation Period:
Feb 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts