Janome Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.97% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0688 | 16.81 | |
| 0.0668 | 22.29 | |
| 0.9199 | 478.35 | |
| 0.0266 | 5.34 |
Estimation Period:
Jan 10, 1990 to Feb 13, 2026
Jan 10, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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