JFE Holdings Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:30.24% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1052 | 14.84 | |
| 0.0718 | 21.94 | |
| 0.9110 | 240.68 |
Estimation Period:
Sep 26, 2002 to Feb 20, 2026
Sep 26, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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