Yamaura Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.40% (-4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0603 | 5.54 | |
| 0.2109 | 5.89 | |
| 0.6145 | 9.06 | |
| 0.0416 | 0.51 | |
| -0.0976 | -0.73 | |
| 0.2032 | 1.75 | |
| -0.2987 | -2.86 | |
| 0.2736 | 3.14 | |
| -0.2767 | -2.85 | |
| 0.2971 | 2.98 | |
| -0.2449 | -3.03 | |
| 0.2153 | 2.78 | |
| -0.1635 | -2.86 |
Estimation Period:
Sep 30, 1997 to Feb 10, 2026
Sep 30, 1997 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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