Nippon Steel Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.16% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 19.19 | |
| 0.1816 | 43.26 | |
| 0.9701 | 722.89 | |
| -0.0463 | -10.82 |
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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