Yamagata Bank Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.87% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2917 | 20.76 | |
| 0.1368 | 26.83 | |
| 0.7904 | 112.94 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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