Japan Steel Works Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.44% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3740 | 15.19 | |
| 0.0456 | 11.27 | |
| 0.8728 | 228.61 | |
| 0.0868 | 8.79 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Japan Steel Works Ltd/The Analyses
Other GJR-GARCH Analyses on International Equities