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V-Lab

Yamaya Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.44% (+1.94%)
Analysis last updated: Sunday, February 15, 2026 at 01:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yamaya Corp S0GARCH
paramt-stat
ω1.89232.93
α0.18068.50
β0.701922.15
γ10.17261.59
γ2-0.3634-2.51
γ30.28383.61
γ4-0.0362-0.60
γ5-0.0486-0.82
γ6-0.1520-1.43
γ70.34303.16
γ8-0.4573-3.91
γ90.50163.52
γ10-0.3299-2.99
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts