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Yamaguchi Financial Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.55% (-2.35%)
Analysis last updated: Wednesday, February 11, 2026 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamaguchi Financial Group Inc S0GARCH
paramt-stat
ω1.62566.12
α0.11858.65
β0.795635.16
γ1-0.0047-0.14
γ20.07491.65
γ3-0.1485-4.39
γ40.15594.06
γ5-0.1516-3.80
γ60.10962.76
γ7-0.0325-0.97
γ80.00630.19
γ9-0.0226-0.82
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts