JFE Holdings Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.63% (+3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1054 | 14.82 | |
| 0.0719 | 21.90 | |
| 0.9108 | 239.95 |
Estimation Period:
Sep 26, 2002 to Feb 6, 2026
Sep 26, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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