Skip to main content
V-Lab

Yamazawa Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.09% (-0.19%)
Analysis last updated: Friday, February 13, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamazawa Co Ltd SGARCH
paramt-stat
ω2.63113.40
α0.15018.33
β0.783132.87
γ10.36452.64
γ2-0.6957-3.52
γ30.53464.58
γ4-0.1734-1.45
γ5-0.1453-0.98
γ60.12250.84
γ70.12741.03
γ8-0.2396-1.83
γ90.14431.06
γ10-0.0785-0.52
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts