Yamato Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.50% (+4.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1220 | 24.95 | |
| 0.0539 | 16.69 | |
| 0.8886 | 290.76 | |
| 0.0448 | 7.28 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Yamato Holdings Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities