JFE Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.36% (+2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5730 | 4.15 | |
| 0.0578 | 35.86 | |
| 0.9939 | 603.46 | |
| 6.3676 | 7.21 |
Estimation Period:
Sep 26, 2002 to Feb 13, 2026
Sep 26, 2002 to Feb 13, 2026
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