Nippon Yusen KK AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.19% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 16.13 | |
| 0.0815 | 44.30 | |
| 0.9047 | 486.66 | |
| 0.4388 | 11.28 |
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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