JFE Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.37% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1007 | 15.59 | |
| 0.0487 | 12.39 | |
| 0.9160 | 259.21 | |
| 0.0371 | 5.56 |
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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