Yamaha Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.31% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5085 | 19.25 | |
| 0.0807 | 14.70 | |
| 0.7975 | 132.52 | |
| 0.0634 | 6.05 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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