Janome Corporation Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.25% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5903 | 8.15 | |
| 0.1184 | 9.03 | |
| 0.8422 | 52.00 | |
| -0.0071 | -0.40 | |
| -0.0314 | -1.11 | |
| 0.0686 | 3.43 | |
| -0.0514 | -2.98 | |
| 0.0239 | 1.21 | |
| 0.0135 | 0.49 |
Estimation Period:
Jan 10, 1990 to Feb 13, 2026
Jan 10, 1990 to Feb 13, 2026
News Impact Curve
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