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V-Lab

Yamae Group Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.30% (-6.82%)
Analysis last updated: Wednesday, February 11, 2026 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamae Group Holdings Co Ltd SGARCH
paramt-stat
ω2.20033.92
α0.21298.64
β0.642119.40
γ10.17842.78
γ2-0.2310-2.54
γ30.05150.99
γ4-0.0612-1.44
γ50.16424.16
γ6-0.1069-2.86
γ70.01960.51
γ8-0.1553-2.26
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts