Yamato Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.56% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5779 | 7.19 | |
| 0.1399 | 8.13 | |
| 0.7388 | 23.83 | |
| 0.0938 | 2.28 | |
| -0.1052 | -1.67 | |
| -0.0649 | -1.56 | |
| 0.1577 | 3.91 | |
| -0.0905 | -1.60 | |
| -0.0177 | -0.22 | |
| 0.0733 | 1.01 | |
| -0.1171 | -2.35 | |
| 0.1844 | 3.05 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
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