JFE Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.51% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 14.37 | |
| 0.1313 | 19.69 | |
| 0.9797 | 748.44 | |
| -0.0295 | -6.55 |
Estimation Period:
Sep 26, 2002 to Feb 13, 2026
Sep 26, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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