Nippon Steel Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.58% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0614 | 20.59 | |
| 0.8161 | 97.76 | |
| 0.0798 | 13.83 | |
| 0.0260 | 5.74 | |
| 0.0194 | 4.92 | |
| 0.9748 | 213.29 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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