V-Lab
Nippon Yusen KK EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:29.88% (-0.33%)
Analysis last updated: Sunday, April 21, 2024 at 12:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 17.51 | |
| 0.1625 | 42.14 | |
| 0.9791 | 972.31 | |
| -0.0382 | -8.04 |
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Jan 3, 1990 to Apr 19, 2024
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