Yamae Group Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.21% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1006 | 17.08 | |
| 0.1273 | 16.41 | |
| 0.8652 | 211.55 | |
| 0.0138 | 1.13 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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