Juki Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.64% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0272 | 7.58 | |
| 0.0811 | 7.35 | |
| 0.8556 | 44.72 | |
| 0.0115 | 0.27 | |
| 0.0230 | 0.35 | |
| -0.0647 | -1.32 | |
| -0.0006 | -0.01 | |
| 0.1093 | 2.03 | |
| -0.1629 | -3.39 | |
| 0.1493 | 2.78 | |
| -0.1214 | -1.93 | |
| 0.0828 | 1.42 | |
| -0.0220 | -0.61 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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