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V-Lab

Yamato International Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.60% (+0.54%)
Analysis last updated: Friday, February 13, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamato International Inc SGARCH
paramt-stat
ω1.19335.05
α0.10657.34
β0.834134.02
γ1-0.0154-0.24
γ20.04490.49
γ3-0.1323-2.30
γ40.19483.51
γ5-0.1774-2.71
γ60.17942.28
γ7-0.1276-1.40
γ80.05270.64
γ90.04200.29
Estimation Period:
Jan 1, 1993 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts