Yamazaki Baking Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.39% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3277 | 7.76 | |
| 0.1078 | 7.89 | |
| 0.7980 | 31.88 | |
| 0.0360 | 1.08 | |
| -0.0024 | -0.05 | |
| -0.1120 | -3.86 | |
| 0.1622 | 6.21 | |
| -0.1526 | -5.16 | |
| 0.1327 | 3.77 | |
| -0.0983 | -2.41 | |
| 0.0354 | 0.85 | |
| 0.0007 | 0.02 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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