Yamazawa Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.67% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5484 | 3.24 | |
| 0.1506 | 8.39 | |
| 0.7827 | 33.13 | |
| 0.3367 | 2.39 | |
| -0.6497 | -3.25 | |
| 0.5023 | 4.31 | |
| -0.1505 | -1.26 | |
| -0.1576 | -1.06 | |
| 0.1286 | 0.89 | |
| 0.1196 | 0.97 | |
| -0.2256 | -1.77 | |
| 0.1190 | 0.97 | |
| -0.0206 | -0.23 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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