Yamaya Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.70% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 12.98 | |
| 0.0526 | 11.60 | |
| 0.9450 | 338.47 | |
| 0.0047 | 0.93 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
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