Yamazaki Baking Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.42% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4256 | 8.17 | |
| 0.1117 | 8.02 | |
| 0.7905 | 31.21 | |
| 0.0477 | 1.45 | |
| -0.0143 | -0.30 | |
| -0.1163 | -4.05 | |
| 0.1739 | 6.71 | |
| -0.1669 | -5.70 | |
| 0.1458 | 4.14 | |
| -0.1099 | -2.53 | |
| 0.0483 | 0.82 | |
| -0.0231 | -0.23 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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