Nippon Steel Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.36% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0599 | 20.20 | |
| 0.8175 | 99.93 | |
| 0.0814 | 14.16 | |
| 0.0245 | 5.73 | |
| 0.0192 | 5.02 | |
| 0.9752 | 221.14 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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