Nippon Steel Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.54% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 18.84 | |
| 0.1806 | 43.03 | |
| 0.9705 | 729.70 | |
| -0.0470 | -10.98 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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