Yamashin-Filter Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.81% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6873 | 11.01 | |
| 0.3924 | 7.76 | |
| 0.0996 | 1.94 |
Estimation Period:
Oct 23, 2024 to Jan 30, 2026
Oct 23, 2024 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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