V-Lab
Nippon Steel Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:25.41% (-0.92%)
Analysis last updated: Sunday, May 5, 2024 at 12:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1235 | 19.70 | |
| 0.0886 | 41.41 | |
| 0.8863 | 343.54 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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