Japan Steel Works Ltd/The MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.15% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0482 | 12.38 | |
| 0.7631 | 91.88 | |
| 0.0977 | 12.81 | |
| 2.7126 | 0.82 | |
| 0.6889 | 0.84 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Japan Steel Works Ltd/The Analyses
Other MF2-GARCH Analyses on International Equities