Japan Steel Works Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.96% (-3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1933 | 8.09 | |
| 0.1136 | 7.29 | |
| 0.8121 | 40.80 | |
| 0.0326 | 3.33 | |
| -0.0561 | -3.71 | |
| 0.0380 | 3.15 | |
| -0.0201 | -1.76 | |
| 0.0070 | 0.88 |
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 Zero Slope Spline-GARCH Analyses on International Equities