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V-Lab

YAMATO Mobility & Mfg. Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.22% (-7.34%)
Analysis last updated: Sunday, February 15, 2026 at 01:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of YAMATO Mobility & Mfg. Co Ltd SGARCH
paramt-stat
ω0.75084.13
α0.21646.46
β0.674819.62
γ1-0.1167-1.21
γ20.03580.27
γ30.27833.14
γ4-0.3620-3.41
γ50.21091.61
γ6-0.0596-0.43
γ7-0.0240-0.19
γ80.20491.77
γ9-0.3756-1.90
Estimation Period:
Apr 26, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts