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Yamaha Motor Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.44% (-2.24%)
Analysis last updated: Friday, February 13, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamaha Motor Co Ltd SGARCH
paramt-stat
ω1.14246.25
α0.10328.41
β0.812643.60
γ10.00170.05
γ20.04490.83
γ3-0.1292-3.79
γ40.17015.57
γ5-0.1351-4.70
γ60.03771.28
γ70.04871.40
γ8-0.0795-1.65
γ90.07861.04
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts