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V-Lab

Yamadai Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.49% (+2.35%)
Analysis last updated: Wednesday, February 11, 2026 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamadai Corp S0GARCH
paramt-stat
ω0.91034.74
α0.24987.45
β0.527011.46
γ1-0.0024-0.04
γ2-0.0671-0.76
γ30.15952.17
γ4-0.1978-2.51
γ50.15512.44
γ60.00320.06
γ7-0.0862-1.83
γ80.03670.94
Estimation Period:
Feb 1, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts