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V-Lab

Yamaura Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.06% (+5.83%)
Analysis last updated: Sunday, February 15, 2026 at 12:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamaura Corp SGARCH
paramt-stat
ω2.14885.90
α0.21045.79
β0.61228.65
γ10.07570.96
γ2-0.1530-1.17
γ30.24162.10
γ4-0.3309-3.23
γ50.30223.57
γ6-0.3026-3.18
γ70.32383.28
γ8-0.2813-3.33
γ90.28512.84
γ10-0.3434-2.20
Estimation Period:
Sep 30, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts