Nippon Steel Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.79% (+23.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1246 | 22.47 | |
| 0.0608 | 20.91 | |
| 0.8818 | 329.65 | |
| 0.0663 | 8.89 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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