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V-Lab

Yahagi Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.70% (+0.56%)
Analysis last updated: Wednesday, February 11, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yahagi Construction Co Ltd S0GARCH
paramt-stat
ω0.76646.01
α0.16427.04
β0.664615.23
γ10.05991.44
γ2-0.2133-3.72
γ30.28146.82
γ4-0.1896-4.45
γ50.11192.77
γ6-0.1260-2.76
γ70.14353.05
γ8-0.0983-2.07
γ90.03840.95
Estimation Period:
Sep 30, 1993 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts