Yamae Group Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.30% (-6.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2003 | 3.92 | |
| 0.2129 | 8.64 | |
| 0.6421 | 19.40 | |
| 0.1784 | 2.78 | |
| -0.2310 | -2.54 | |
| 0.0515 | 0.99 | |
| -0.0612 | -1.44 | |
| 0.1642 | 4.16 | |
| -0.1069 | -2.86 | |
| 0.0196 | 0.51 | |
| -0.1553 | -2.26 |
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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