Yamaha Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.49% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5095 | 19.23 | |
| 0.0809 | 14.71 | |
| 0.7973 | 132.26 | |
| 0.0634 | 6.03 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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