YAMATO Mobility & Mfg. Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.09% (-3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8284 | 19.70 | |
| 0.1653 | 13.59 | |
| 0.7879 | 101.99 | |
| 0.0421 | 1.80 |
Estimation Period:
Apr 26, 1995 to Feb 13, 2026
Apr 26, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other YAMATO Mobility & Mfg. Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities