Skip to main content
V-Lab

YM Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.68% (-0.55%)
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 SGARCH
paramt-stat
ω1.21842.86
α0.10078.06
β0.880763.04
γ10.07170.44
γ2-0.2210-0.93
γ30.22801.45
γ4-0.1472-1.00
γ50.27852.18
γ6-0.4951-3.51
γ70.48602.73
γ8-0.3292-2.01
γ90.29521.72
Estimation Period:
Feb 8, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts