Japan Resistor Mfg Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.64% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0164 | 2.75 | |
| 0.2544 | 5.97 | |
| 0.6617 | 16.98 | |
| -0.1028 | -0.86 | |
| 0.1759 | 1.10 | |
| -0.1982 | -2.93 | |
| 0.2088 | 3.40 | |
| -0.0897 | -1.28 | |
| 0.0136 | 0.19 | |
| -0.0621 | -0.78 | |
| 0.1160 | 1.43 | |
| -0.1728 | -2.05 | |
| 0.3899 | 2.44 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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