Skip to main content
V-Lab

Yamada Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.65% (-0.71%)
Analysis last updated: Tuesday, February 17, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamada Holdings Co Ltd S0GARCH
paramt-stat
ω1.05433.78
α0.12405.61
β0.743819.87
γ10.00090.01
γ2-0.0722-0.73
γ30.14253.08
γ4-0.1145-2.63
γ50.09292.29
γ6-0.1631-3.03
γ70.25993.21
γ8-0.2590-2.80
γ90.16332.58
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts