Yamaha Motor Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.65% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2274 | 23.27 | |
| 0.0491 | 19.46 | |
| 0.8752 | 291.15 | |
| 0.0703 | 10.27 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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