Yamato International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.47% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 13.60 | |
| 0.0845 | 18.63 | |
| 0.9093 | 446.39 | |
| 0.0124 | 1.76 |
Estimation Period:
Jan 1, 1993 to Feb 13, 2026
Jan 1, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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