JFE Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.30% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0986 | 15.38 | |
| 0.0482 | 12.30 | |
| 0.9168 | 260.30 | |
| 0.0374 | 5.63 |
Estimation Period:
Sep 26, 2002 to Jan 30, 2026
Sep 26, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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