Nippon Yusen KK GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.09% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 20.04 | |
| 0.0550 | 21.54 | |
| 0.9129 | 486.10 | |
| 0.0424 | 7.72 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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