JFE Holdings Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.58% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1037 | 14.70 | |
| 0.0716 | 21.86 | |
| 0.9114 | 240.91 |
Estimation Period:
Sep 26, 2002 to Jan 30, 2026
Sep 26, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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