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V-Lab

Yahagi Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.90% (+5.39%)
Analysis last updated: Sunday, February 15, 2026 at 12:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yahagi Construction Co Ltd SGARCH
paramt-stat
ω0.77256.00
α0.16367.07
β0.665515.51
γ10.07321.74
γ2-0.2380-4.12
γ30.30307.26
γ4-0.2087-4.88
γ50.12773.16
γ6-0.1383-3.04
γ70.15393.21
γ8-0.1096-1.98
γ90.05940.61
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts