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V-Lab

Yamada Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.46% (-1.33%)
Analysis last updated: Sunday, February 15, 2026 at 01:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamada Holdings Co Ltd SGARCH
paramt-stat
ω1.03353.70
α0.12365.57
β0.738619.17
γ10.00590.08
γ2-0.0865-0.86
γ30.16243.52
γ4-0.1349-3.13
γ50.11052.80
γ6-0.1764-3.39
γ70.26923.52
γ8-0.2658-3.20
γ90.17162.15
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts