Japan Steel Works Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.65% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3751 | 15.20 | |
| 0.0457 | 11.27 | |
| 0.8725 | 227.87 | |
| 0.0869 | 8.78 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Japan Steel Works Ltd/The Analyses
Other GJR-GARCH Analyses on International Equities