Janome Corporation GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.74% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0649 | 17.22 | |
| 0.0785 | 37.59 | |
| 0.9215 | 487.31 |
Estimation Period:
Jan 10, 1990 to Feb 10, 2026
Jan 10, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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