JFE Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.94% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1012 | 15.57 | |
| 0.0489 | 12.39 | |
| 0.9158 | 258.03 | |
| 0.0372 | 5.56 |
Estimation Period:
Sep 26, 2002 to Feb 10, 2026
Sep 26, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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