JFE Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:30.40% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5426 | 4.15 | |
| 0.0575 | 35.93 | |
| 0.9939 | 607.17 | |
| 6.3668 | 7.21 |
Estimation Period:
Sep 26, 2002 to Feb 20, 2026
Sep 26, 2002 to Feb 20, 2026
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