Yamaura Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.06% (+5.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1488 | 5.90 | |
| 0.2104 | 5.79 | |
| 0.6122 | 8.65 | |
| 0.0757 | 0.96 | |
| -0.1530 | -1.17 | |
| 0.2416 | 2.10 | |
| -0.3309 | -3.23 | |
| 0.3022 | 3.57 | |
| -0.3026 | -3.18 | |
| 0.3238 | 3.28 | |
| -0.2813 | -3.33 | |
| 0.2851 | 2.84 | |
| -0.3434 | -2.20 |
Estimation Period:
Sep 30, 1997 to Feb 13, 2026
Sep 30, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Yamaura Corp Analyses
Other Spline-GARCH Analyses on International Equities