Japan Steel Works Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:61.85% (-4.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1923 | 8.08 | |
| 0.1137 | 7.32 | |
| 0.8123 | 40.95 | |
| 0.0324 | 3.32 | |
| -0.0559 | -3.69 | |
| 0.0379 | 3.14 | |
| -0.0200 | -1.75 | |
| 0.0069 | 0.86 |
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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