Yahagi Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.90% (+5.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7725 | 6.00 | |
| 0.1636 | 7.07 | |
| 0.6655 | 15.51 | |
| 0.0732 | 1.74 | |
| -0.2380 | -4.12 | |
| 0.3030 | 7.26 | |
| -0.2087 | -4.88 | |
| 0.1277 | 3.16 | |
| -0.1383 | -3.04 | |
| 0.1539 | 3.21 | |
| -0.1096 | -1.98 | |
| 0.0594 | 0.61 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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