JFE Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.04% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1015 | 15.61 | |
| 0.0491 | 12.41 | |
| 0.9156 | 257.77 | |
| 0.0371 | 5.53 |
Estimation Period:
Sep 26, 2002 to Feb 13, 2026
Sep 26, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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