Yamada Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.15% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 10.91 | |
| 0.0477 | 13.07 | |
| 0.9408 | 493.32 | |
| 0.0153 | 2.61 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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