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Yamaha Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.50% (-0.87%)
Analysis last updated: Friday, February 6, 2026 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamaha Corp S0GARCH
paramt-stat
ω0.95028.92
α0.12157.24
β0.729221.07
γ1-0.0430-1.83
γ20.08292.46
γ3-0.1058-5.39
γ40.13238.05
γ5-0.0938-5.19
γ60.02801.20
γ70.00290.10
γ8-0.0044-0.17
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts