V-Lab
Nippon Steel Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:27.57% (+1.02%)
Analysis last updated: Thursday, May 2, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1156 | 21.66 | |
| 0.0572 | 19.98 | |
| 0.8893 | 352.91 | |
| 0.0630 | 8.49 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
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