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V-Lab

Yamaura Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.40% (-4.55%)
Analysis last updated: Friday, February 13, 2026 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamaura Corp S0GARCH
paramt-stat
ω2.06035.54
α0.21095.89
β0.61459.06
γ10.04160.51
γ2-0.0976-0.73
γ30.20321.75
γ4-0.2987-2.86
γ50.27363.14
γ6-0.2767-2.85
γ70.29712.98
γ8-0.2449-3.03
γ90.21532.78
γ10-0.1635-2.86
Estimation Period:
Sep 30, 1997 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts