Yamae Group Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.25% (-7.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2358 | 21.70 | |
| 0.6389 | 70.68 | |
| -0.0311 | -1.97 | |
| 0.0016 | 2.11 | |
| 0.0138 | 7.60 | |
| 0.9862 | 524.32 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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