Nippon Steel Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:38.28% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1137 | 20.55 | |
| 0.0982 | 47.14 | |
| 0.8733 | 351.15 | |
| 0.4938 | 13.36 |
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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