Japan Steel Works Ltd/The GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:65.99% (+14.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4865 | 21.23 | |
| 0.1029 | 28.24 | |
| 0.8446 | 193.41 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Japan Steel Works Ltd/The Analyses
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