Nippon Steel Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.45% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1243 | 22.48 | |
| 0.0606 | 20.89 | |
| 0.8821 | 330.87 | |
| 0.0661 | 8.92 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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