Nippon Yusen KK EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.00% (+4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 18.87 | |
| 0.1672 | 43.38 | |
| 0.9777 | 954.81 | |
| -0.0386 | -8.19 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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