Yamashin-Filter Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.66% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3070 | 9.68 | |
| 0.1266 | 11.74 | |
| 0.7501 | 34.80 |
Estimation Period:
Oct 8, 2014 to Feb 6, 2026
Oct 8, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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