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Yamada Consulting Group Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.99% (-0.94%)
Analysis last updated: Tuesday, February 17, 2026 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamada Consulting Group Co S0GARCH
paramt-stat
ω0.80196.67
α0.16859.15
β0.723025.59
γ1-0.1769-1.72
γ20.16490.95
γ3-0.0526-0.35
γ40.26421.57
γ5-0.3959-1.97
γ60.35451.99
γ7-0.2621-1.74
γ80.14330.85
γ9-0.1363-0.71
γ100.18581.43
Estimation Period:
Mar 23, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts