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V-Lab

Yamazaki Baking Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.42% (+1.19%)
Analysis last updated: Friday, February 13, 2026 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamazaki Baking Co Ltd SGARCH
paramt-stat
ω1.42568.17
α0.11178.02
β0.790531.21
γ10.04771.45
γ2-0.0143-0.30
γ3-0.1163-4.05
γ40.17396.71
γ5-0.1669-5.70
γ60.14584.14
γ7-0.1099-2.53
γ80.04830.82
γ9-0.0231-0.23
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts