V-Lab
JFE Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:28.47% (+0.22%)
Analysis last updated: Thursday, May 2, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0945 | 13.68 | |
| 0.0378 | 10.57 | |
| 0.9279 | 287.01 | |
| 0.0381 | 6.01 |
Estimation Period:
Sep 26, 2002 to Apr 26, 2024
Sep 26, 2002 to Apr 26, 2024
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