Japan Steel Works Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:55.08% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3749 | 15.19 | |
| 0.0457 | 11.29 | |
| 0.8725 | 228.47 | |
| 0.0873 | 8.81 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Japan Steel Works Ltd/The Analyses
Other GJR-GARCH Analyses on International Equities