YM Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.68% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2184 | 2.86 | |
| 0.1007 | 8.06 | |
| 0.8807 | 63.04 | |
| 0.0717 | 0.44 | |
| -0.2210 | -0.93 | |
| 0.2280 | 1.45 | |
| -0.1472 | -1.00 | |
| 0.2785 | 2.18 | |
| -0.4951 | -3.51 | |
| 0.4860 | 2.73 | |
| -0.3292 | -2.01 | |
| 0.2952 | 1.72 |
Estimation Period:
Feb 8, 2001 to Feb 6, 2026
Feb 8, 2001 to Feb 6, 2026
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