JFE Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.82% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 14.33 | |
| 0.1306 | 19.74 | |
| 0.9799 | 754.32 | |
| -0.0296 | -6.58 |
Estimation Period:
Sep 26, 2002 to Feb 20, 2026
Sep 26, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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