JFE Holdings Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:30.24% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1472 | 20.95 | |
| 0.0887 | 32.49 | |
| 0.8853 | 317.76 | |
| 0.3538 | 7.92 |
Estimation Period:
Sep 26, 2002 to Feb 27, 2026
Sep 26, 2002 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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