Yamaha Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.68% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5080 | 20.86 | |
| 0.1135 | 32.29 | |
| 0.7923 | 139.76 | |
| 0.4309 | 8.90 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities