Yamazawa Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.09% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6311 | 3.40 | |
| 0.1501 | 8.33 | |
| 0.7831 | 32.87 | |
| 0.3645 | 2.64 | |
| -0.6957 | -3.52 | |
| 0.5346 | 4.58 | |
| -0.1734 | -1.45 | |
| -0.1453 | -0.98 | |
| 0.1225 | 0.84 | |
| 0.1274 | 1.03 | |
| -0.2396 | -1.83 | |
| 0.1443 | 1.06 | |
| -0.0785 | -0.52 |
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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