Skip to main content
V-Lab

Yamato Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.56% (+0.58%)
Analysis last updated: Sunday, February 15, 2026 at 12:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamato Corp SGARCH
paramt-stat
ω1.57797.19
α0.13998.13
β0.738823.83
γ10.09382.28
γ2-0.1052-1.67
γ3-0.0649-1.56
γ40.15773.91
γ5-0.0905-1.60
γ6-0.0177-0.22
γ70.07331.01
γ8-0.1171-2.35
γ90.18443.05
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts