Janome Corporation Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.19% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5878 | 8.18 | |
| 0.1178 | 9.06 | |
| 0.8426 | 52.12 | |
| -0.0079 | -0.45 | |
| -0.0300 | -1.07 | |
| 0.0677 | 3.41 | |
| -0.0516 | -3.11 | |
| 0.0268 | 1.58 | |
| 0.0025 | 0.19 |
Estimation Period:
Jan 10, 1990 to Feb 10, 2026
Jan 10, 1990 to Feb 10, 2026
News Impact Curve
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