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V-Lab

Yamazaki Baking Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.39% (-0.16%)
Analysis last updated: Sunday, February 15, 2026 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamazaki Baking Co Ltd S0GARCH
paramt-stat
ω1.32777.76
α0.10787.89
β0.798031.88
γ10.03601.08
γ2-0.0024-0.05
γ3-0.1120-3.86
γ40.16226.21
γ5-0.1526-5.16
γ60.13273.77
γ7-0.0983-2.41
γ80.03540.85
γ90.00070.02
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts