V-Lab: Nippon Steel Corp GJR-GARCH Volatility Analysis

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V-Lab

Nippon Steel Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:27.93% (-0.90%)

Analysis last updated: Saturday, April 20, 2024 at 01:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1159	21.66
$α$	0.0573	20.00
$β$	0.8891	352.10
$γ$	0.0632	8.52

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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