Yamadai Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.85% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.2415 | 19.50 | |
| 0.4815 | 27.68 | |
| -0.0433 | -2.92 | |
| 1.5258 | 0.99 | |
| 0.9022 | 1.07 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 1, 1995 to Feb 10, 2026
Feb 1, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities