V-Lab: JFE Holdings Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

JFE Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:24.62% (-0.40%)

Analysis last updated: Friday, May 17, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9865	8.00
$α$	0.0637	5.40
$β$	0.9204	64.30
$γ_{1}$	0.0008	0.31

Estimation Period:
Sep 26, 2002 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts